This is a way how to make Kennen very hard to kill but at the same time deal massive amount of damage.
When you see items and spells don't be surprised, I know they're weird but trust me, I've won many games because of them.

So, first thing are the runes.
I usually go mid lane with Kennen so i take health runes and you get some bonus from masteries as well. This will make you very durable (since you don't have mana) and it will make you very hard to kill or be ganked early game.
Usually, if you don't play Rambo style at mid lane you wont have to recall until about lvl 8 (unless you want to go shopping).

Again, I know they are not usual but as I said: this is to make you very hard/impossible to kill.
You will get some bonus health (which is awesome advantage on low lvls, especially if you want to get or avoid being first blood), you will get splash damage on forty (got me so many kills), and if you get killed you will be able to go back to your lane to avoid losing a turret in seconds (when you use revive don't forget to use lightning rush right away, you will have 1000+ movement speed for about 3 seconds and a lot of "wtf" looks from your teammates).

Yes, another weird, but also awesome thing in this build.
Revive helps a lot early game (espeacially if they FB you) and a lot more in late game (etc. when you get aced) and forty will save a LOT of turrets, sometimes (thanks to this awesome spell) you wont lose any turrets till about 25th minute of game.
With this spells and masteries you will also get 500 bonus health when using revive, and you will deal splash damage with turrets which can (often) get you a kill or save turrets from that 500 minions that someone pushed forward.

In early game your priority is horrasing with shurikens and electrical surge, NOT with rush as you will most likely need it for escape or chase and in early game it has very long cd.
The main trick is to charge your LS so your next normal attack will add mark of the storm, hit the enemy with normal charged attack (also some bonus damage), hit it with ES and then with TS, enemy will be stunned and you can deal another 100+ damage with your normal attacks if you're close enough.
Remember to check bushes every once in a while with shurikens (you'll hear a sound if you hit someone).
Don't be a superhero because right now you're kinda easy to kill.

By now you should have at least ryali's so you're not as easy to kill as others think.
You should start horrasing the hell out of enemies and eventually go for a kill, it would also be a good idea to gank other lanes (preferably ones with squishy enemies, etc. Ashe, Caitlyn and others of that kind).
Push lanes fast so that you hit all minions with LR and then with ES (you'll be able to take whole minions wave with this combo after you get rabandons).

Now you have warmongs which will make you very hard to kill (remember to farm minions with LR and ES for full warmongs).
In team fights don't just rush in first, but don't go last. Go in there (yea you can survive) with LR and use your ulty right away followed by ES, after that just spam with shurikens and focus weak ones. As soon as you enter with LR, ulti and ES at least 3-4 enemies should be stunned which will give your team great advantage. Remember to spam with shurikens (don't just throw them around like you're blind, hit someone and try to stun them).
If you have zhonya's its a good idea that after you go in with ult and LR (you're probably gonna get focused down right away) use zhonya's so you get 2 sec advantage.
If you're goin 1v2 this way you can take them both out (or at least kill one and take a lot of hp out of the other one), unless they are tanks or have lots of CC (stuns, snares and other stuff).
Even if you get killed you can use revive spell and thanks to speed boost and LR you can be back there before team fight is over and deal a lot of damage (hopefully save someone).

This build is probably going to get you more assists than kills but you will be very hard to kill and if you get focused in team fights you'll give your team enough time to deal tons of damage to enemies, but despite for not getting much kills (I ussualy get about 10 kills and 20+ assists) you can change the whole outcome of team fights and you can easily push lanes when they are not guarded.
Also, when you get low hp you can almost always escape the fight with LR which will just piss off opposite team.
Sometimes you'll just piss off someone because you keep killing them or they cant kill you which will lead to a very nice ragequit and a victory for your team :).

Have fun having 3000+ hp and a lot of damage with a ninja ;)