Here is my build for Jungle Heimerdinger. The jungle route is the one suggested by Stonewall008. Surprisingly, this champ does extremely well in most normal games, i would not suggest this in a ranked game with players who consistently counter-jungle.

These are the runes I use. That is mostly because i had them and it worked pretty well. Heimer can do this with whatever rune combo you think is best.
9x Greater Mark of Magic Penetration
9x Greater Seal of Health
9x Greater Glyph of Ability Power
1x Greater Quintessence of Health
2x Greater Quintessence of Magic Penetration

Typical 9/0/21 caster masteries, put a point in Plentiful Bounty to enhance gold intake, and make sure to take both points in Utility Mastery . The rest of the utility tree is yours to play with, I like having a point in Insight to make myself more useful late game.

Start with a Regrowth Pendant, nothing else. Take your first jungle lap and buy the philosopher's stone. From here, you will be good to go in the jungle for a good amount of time.

From here, I build a stereotypical caster build,

Tear of the Goddess into Archangel's Staff, but pick up Boots in between.
Rush Rylai's Crystal Scepter
Finish Ionian Boots of Lucidity
Take either Abyssal Mask or Rabadon's Deathcap and finish with the other.

Other good items:

Frozen Heart. This can be really helpful to scale the Archangel's Staff and give you more suvivability vs AD champs, switch for Abyssal Mask in times of need.

Banshee's Veil. Good option in place of Abyssal Mask as it brings both magic resist and mana.

Boots of Swiftness or Sorcerer's Shoes. If you like these more.

Before lvl 6, alternate Q and E. Afterwards, take the skill you are in more need of. Typically, rushing the turrets to 5 is a good idea while scaling both rockets and E at the same priority level. Hit up your ult when you can, it makes a gross amount of CC possible.

[Smite] is needed to jungle, without it you cannot make it.

[Clarity] allows you to stay in the jungle even when blue buff goes down, drastically decreases jungle time.

Feel free to play test other options, but I think these two play out the best.

Jungle until lvl 6, then make a decision between ganking or continuing through the jungle, this depends on team comp and position.

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