Well, I'm a new build maker, and I'm definitely a professional Kennen player. I've been playing with the most popular kennen build on here, and saw that it really wasn't fitting my tastes. Mainly 'cause well, while Kennen may be squishy, people tend to focus on that to much. I like lots of risk, and being super aggressive. If you like that, then this is your build.
Put simply, I'm out there to take blood, and I'm going to take all risks other than tower diving to do that, which means if you're a kennen player, you best be out for blood using this build.

With my rune choices, I went all offensive, with either Magic Penetration, or some sort of ability power. The two sets of quints, if it isn't blatantly obvious already, is an alternative way to make this. If you'd prefer something else, I'd recommend a couple of alternatives.
1. If you need to get away, considering you don't get lightning rush or boots for a while, you might want to buy the Greater Seal of Alacrity.

I'm just going to put this out there again, this isn't a tanky Kennen build. So don't expect me to be giving you recommendations on health runes.

Masteries are a core part of this build. Really because half the time you'll be dealing out a lot of pain to minions. But, lets be honest here, extra damage is never a bad thing right? That's why I went with the 21/0/9 build, just so that everyone can have a good chance, and dish out as much pain as needed to both champions and minions.

To sum things up, masteries are good... Right?

Well, the summoner spells are really for just the early game, as I said, Kennen is squishy. You might need to run and heal, so these are a good idea. If you want some more offensive spells, I'd go with Ignite and Exhaust. Change the masteries to their appropriate tabs, of course.

Kennen is quite the powerful attacker, and when you look at most guides, they say "Get at least 1 on LR (Lightning Rush) at level 3 or 5. I say that's insanely to quick. Getting away I can understand and if you're taking a lot of damage and being pushed hard, I'd say put 1 on there as most say previously. But before you go calling me a lunatic for putting LR on 8, let me justify myself.

I tend to go with a "combo" of sorts when playing Kennen. Mainly for taking out minions. LR through all of them, then a quick zap, and if you can manage it a Thunder Shuriken to the face of an enemy champion or siege minion. But at level 3, your skills are much to weak to take out large amounts of minions... Or do damage to a good portion of them. I say with normal attack the minions fall pretty easily, and you can focus your energy on dealing lots and lots of damage to enemy champions. If that's not your style, or you're laneing with somebody like Katrina or Miss Fortune, then get the LR early. But that's my 2 cents on this issue. Hopefully this was a good guide in a sense.

Items in this build are built towards AP and some HP. Some of you may question a couple of things. 1. Why would I get Mejai's Soul Stealer? Well... I know it's kind of a bold move, but as Kennen starts to get more and more AP, he can start killing Champions real quick.

Pros of Mejai's-
Later on, you can get up to 160 AP in addition to everything else you get.
It's addition of the tome in early game can tear an opponent apart.

Cons of the Mejai's-
If you die, you loose 1/3 of your counters.
You have to keep at least 2 kills 1 assist (5 counters) to make it pay for itself.
It doesn't increase your AP in the early game any unless you kill any champions.

Finally, 2. That I get Sorcerer's Boots on my 3rd item list.
This goes back to the skill tree sequence. Lightning Rush is used best when you have speed behind you, and I say don't get Lightning Rush until 8, so boots early aren't that good of an idea. But that's just my opinion, and it's not a bad idea with this build.

In summary, Kennen is definitely the underdog in this game. He, while being weak when it comes to taking damage, is quite the damage dealer, and can soon drain champion health quickly, and even go toe-to-toe with Ashe.
I'd reccomend going mid with this build, considering that Mejai's soul stealer is best when Kennen is fed. But if you are laneing, I'd be sure to go with a tank like cho'gath or something else of that caliber of tank.

That's all folks, I hope I did good with my first build! Please give feedback ^^ I need all I can get!