I've been playing Kennen from lvl 1-30 and this is the best build I've ever came up with, Once you get the deathcap you pretty much 3 hit any squishies. I like the max out Q, followed by W, Ult, then Rush (E). Use rush only to get away safely or once fights have been initiated by tank and ult is up, want to make sure you have one stack of storm before ult (instant stun). also start fight with mark of storms active, then Surge, and Shuriken for stun. Clense and Flash only way to go for survivability.

Pros:
MAX AP output

Cons:
Squishy
>>>ALWAYS TARGETED<<< (hence cleanse,flash) HEHEHEHHEAHHAHAHAHAHA!