Hi, i was having a look on here for Kennen builds and couldn't come across any which were suitable enough to replace the one i had been using. They were either too tanky or simply weren't suitable. Please excuse the lack of pretty pictures in the explanations, just put up with it and i'll try to keep it short.

I believe that my build will have you winning Normal matches with ease. Want proof? I was using an incomplete version of this build at level 23/24 at the time, so i obviously havn't tested out the appropriateness for Ranked matches.The reason a couple of the matches had low results was due to the team surrendering at 20 mins.

Pros:
+ Extremely good at Mid/Solo lanes
+ Amazing damage and sustainabilty late game
+ Can change the outcome of a Team Fight
+ Can melt tanks in no time.
+ Is able to escape from most situations.
+ Can shrug off/counter early attempts of harassment

Cons:
- Really squishy.
- If you get stunned or silenced, you've got trouble.
- Can't really successfully kill until level 3.
- May end up stealing kills in team fights (I think it's a con.)

As i said before, i wasn't even using a complete rune set when playing Kennen so these runes really do work for him. In selection 1 I chose the "Early game sustainabilty and harassment" options. I personally believe that this is the best time to have that extra Armor, Magic resist, AP and Magic Penetration. One change i might make is to swap out the Armor runes for more AP runes, because you can never have too much AP.
Selection 2 is the "Screw early game i want that late game supremacy" option, because some people prefere that.

It's rather difficult to arrange masteries for Kennen, as you generally want to avoid anything to do with mana because it's useless. However, i found that 9/0/21 works if you're the aggresive type, and 9/21/0 works if you'd rather stay alive more. You could build him 21/0/9 or 21/9/0, but i personally don't see the point.

Items! Everybody loves items. I prefere to take Doran's Shield first simply because you can't beat that early game sustainability. It makes you relentless at the start and can stay in lane until you have 3k gold. Or if you're feeling confident against the enemy team and think you could gank Antigank McStubborn**** himself then rush a Mejai's With an amplifying tome. It's a situational thing.
Sorcerer's Shoes are perfect for Kennen, you can't beat that Magic Pen. But if the enemy has got alot of CC or can run away easily, i would swap for Merc's Treads and Boots of swiftness respectively.
You then want to build into Hextech revolver rather quickly, just to get even more survivabilty and a bit more damage. It's great to build into Will of the Ancients if your team could use one. At the same time as Revolver you should pick up a Giant's Belt for that health buff, or a Blasting Wand if you want. Just something for the Rylai's.

After that it's pretty explanatory, If the game drags on trade that Doran's in for a Lich Bane/ Another Deathcap.

Flash and Ignite. How overused. But so effective! Great for engaging suprise team fights when combined with your ultimate, or for chasing that early kill, or for running when your team doesn't get stuck in with you. I recommend replacing Flash with Ghost or Ignite with Exhaust depending on preference. Another possibilty is Cleanse, if you want to keep your Sorcerer's Shoes but want to avoid that CC.

Early Game

Hopefully you will get Mid. If not, don't worry! He is still a great laner as long as you stick with your Tank/Support. If you get stuck with Solo, then be defensive. Stay by your tower, only venture out if you think you can get a nice tastey kill.
If you get Mid, then all you have to do is wait til level 3, because then you have all of your skills. build up your electrical surge stacks on the minions or on the enemy champ if your sneaky, then dive in with E, hit them with Auto-attack, then W, then Q. Ignite and continue to auto until they are dead. They should not be able to get away unless they flash out or stun you when you E. If so, just wait and try again. The fact that his energy recharges quickly means you can constantly stay on the offensive.

Mid Game

Once a tower is pushed down, you should start thinking about ganking Top/Bottom lanes depending on who needs it. the element of suprise is very useful with Kennen (He is a flippin' NINJA after all) and you can easily take down both characters in a lane with the use of your ultimate and making sure they stay within it. E in and try to hit both of them, Ulti, Auto-Attack the furthest one and shuriken the other, then hit your W. They should both be stunned and severely damaged. Just finish them off whatever way you can.

Late Game/Team Fights

Use same strategy as above, except during team fights you should only:
A. Go in when a tank initiates or
A.i. Dive in when the enemy are on low health.
B. Aim for the squishy carries and try to kill them before somebody CCs You.

Use your E or Flash to escape if you need to, as this may not always kill everything on the planet (It usually does.) But if you are forced to retreat, Kennen's quick cooldowns enable him to give chase and quickly finish off any straglers.

I hope this proves usefull to atleast 1 person. If not, well who cares?