I've recently been playing Heimerdinger so I can chill out and provide support and push my lane.
While this build is probably not perfect, I'm fine tuning it as I play. I'm currently level 20, so I have plugged in what I have now. I'll update it as I level to 30.
I will admit that I got my base Heimer play from another guide that is now marked expired (http://www.mobafire.com/league-of-legends/build/heimerdinger-qq-rockets-up-to-date-lane-support-22259). So kudos to JunSupport for helping me develop my own Heimerdinger build.
I like to take mid and push my lane hard as I can. I seem to do very well against Ryze or Annie, and not so well against the melee champs as they crush my turrets, which is a big part of maintaining my lane push. I don't get as many champion kills with Heimerdinger as I do with other champs, but I do seem to be in the top 3 of my 5 man team more often than not, almost always finishing with the most assists and most minion kills. I usually have the 2nd or 3rd most champ kills.

I have used the rune selection from the guide I started with on Heimerdinger, written by JunSupport, which I mentioned in the Introduction. I changed the Glyph's to celerity, since they give an additional .25% per glyph at lvl 18, and more % past level 13. They are also 1/2 the cost of the other glyph.
Now, I don't have a ton of IP to use, but I'm going to try to play around as I gain more IP and see if I can find any other runes that I like better. I would like to have better health regen, as I'm REALLY squishy all through the game, and health regen would help me gain it back without having to call back unnecessarily during the match. I was thinking of getting a Greater Quint. of Endurance, which provides a +1.5% Health upgrade. I think that provides more health than the Quint. of Fortitude, which is a +26 health. At level 18, I think I would get 99 more health instead of 78 from Fortitude, but I could be wrong. Any suggestions or help on that, please let me know :)

I like to use all of Heimerdinger's skills early on, because it helps keep lane pushing going forward pretty quickly in my opinion. So I pick turrets to start the game, then get rockets to keep lane enemies weary of creeping up or chasing, then I get concussion grenade at level 3 to stun my enemy when they come in range of my turret, so the turret(s) can get a good couple shots in with me on my stunned foe.
Turrets: 1,4,5,10,12
Rockets: 2,7,8,9,13
Grenade: 3,14,15,17,18
Upgrade: 6,11,16
Why not finish rockets first, IDK. No good answer, I like to get rockets to lvl 4, then finish off turrets, then the rockets. It just seems to work well for me, so I've stuck with it. I upgrade the grenades last, as I mostly use them just to stun enemies in my turret range anyway. And of course Upgrade!! is great, but I don't use it very often. I upgrade it when available, 6,11, and 16. I kind of use it as a fail safe for when I'm being chased and/or the enemy is about to kill off my turrets and then chase me down. Since it restores my turrets to full health and shoots frost balls at the enemy, which slows them, it's easier to get away if necessary and definitely nice if I think I can kill them off that way.

I use Exhaust and Flash with Heimerdinger, which you may ask why and I'll explain that of course.
While I can hold a lane pretty well, it's a lost cause against 3 v 1 if the enemy really comes after me and I don't get immediate help from teammates. Which is why I have exhaust and flash. I use exhaust rarely, but normally to get a head start on running away from an enemy that starts chasing. If they are still gaining on me, I use flash to get an extra jump away from the enemy champs chasing me. They are especially useful in the lower levels of the game, once I'm around level 10-12 however, I use exhaust when an enemy commits to chasing me, then I drag him to the far reach of my turrets, then back into them, using my concussion grenade to pause them there, and then rockets to help soften him/her up for the turrets to finish them off.
I use flash as part of my escape route only, especially when being chased by ashe, nunu, taric, etc. that all have great slows.

One of my favorite things to do with Heimer is setup his turrets just out of range of the 2 towers in front of the opposing teams novus. The minion death toll quickly rises and it's a nice place for my teammates to hang out and get healed by me and protected by turrets while they wait for more enemy champs to return to the area.
I seem to do well on top or bottom of summoner's rift also. Not really sure if I do better against bottom, but it seems I hold my lane against ranged better than melee types, due to them crushing my turrets very quickly.

In conclusion, Heimerdinger is great support, great lane pusher and can really make a team difference all around. Please leave me your suggestions/critiques so I can try them out and make an even better guide. Thanks!