Not Updated For Current Season
This is a pretty simple setup for most low level players or inexperienced players looking for a fast, hit and run style Champion.
Start off with Lightning Rush for minions. You smash into them and do damage, but be careful not to get caught in between them and the enemy Champion. It is best to do this when the enemy minions are busy attacking your own minions as to not draw a lot of fire from them.
Then get Electrical Surge to hit the minions with as a follow up attack bringing most lesser minions within easy killing range even for Kennen.
Then get Thundering Shuriken and use it as a quick dispatch for those minions that are already hurt, but annoying you.
As for Champions, the hit and run tactic will keep them at bay. Activate Cleanse and Lightning Rush at the same time and charge into the enemy, once there quickly activate Electrical Surge and when they try to run, use your Thundering Shuriken to stun them, giving you more time to wail on them. This might not get a LOT of kills, but the enemy will find a new respect for your damage dealing.
As for items: start off with a simple and recommended Doran's Shield. Health, Health Regen, and Ability Power is the staple of most Kennen builds. Grab some boots (recommend Ninja Tabbi) and a Null-Magic Mantle and you will be rather rounded in both Minion Killing and Line Defense. Later, pick up the heavy Ability Power hitters and lay down some mass-DPS area of effect when Champions start getting into large melees. It might not get a lot of kills, but you will get a TON of assists at least if your team works together.