This is a frequent Kennen build I use and it works great for me. I prefer get Zhonya's first over the Deathsfire but build situational. If you are getting dived alot Zhonya's would be a great item to start with or if you can put up lots of poke take the Deathsfire.
Moving on to the lich bane and liandrys. If you chose the Deathsfire take the Liandrys for the additional damage and magic pen. If you took the Zhonyas take the lich bane to prepare for the tower dive.
When you get to the point of Hextech or Deathcap take the Deathcap ASAP.
Any questions feel free to pm me.