Not Updated For Current Season
This build is great for early harassing. I use all speed runes to start out with 38% increased attack speed. The faster Kennen can stun you, the better. I grab Vampiric Sceptre to keep me in the lane longer. Next up, get a Hextech Revolver to once again, stay in the lane longer.
At this point you've got at least 3-4 levels and you're gaining Hp back off of everything you do. You should be focusing your skills on leveling up Electrical Surge to pop extra damage and get more marks up.
Grab some regular boots to move a little faster while you are constantly harassing and saving for a Banshee's Veil. The Banshee's Veil will give your Kennen a little more survivability in a team fight and snubs out those nasty opening crusher abilities (i.e. Stuns).
After the Banshee's Veil upgrade your boots to Berserker's Grieves and start the Infinity's Edge. By this point you should be critting a lot, stunning a lot, and living due to the wild amounts of life you will be stealing.
As for the last of open slot, you can get a Phantom Dancer or you can combine the Vampiric Sceptre and Hextech Revolver into the Hextech Gunblade. By the time you have the Infinity's Edge it's really all about how you feel the match is going.
All in all the build has room to be customized and I like the long sustainability in the middle lane.
This is my first published build, so feedback would be greatly appreciated.