So this is my best build, with this build you can almost kill all.
Kennen is very fun option and hes items almost go recommendeds. So lets see my skills and items.
What kennen is for me. = Fast and overpowered Magic damager thrower through defence and best stunner in game.
Kennen best skill maybe one of game best skill = thunder shuriken = alot damage, little cooldown, stuns after 3 hit = spamming stun with alot damage.

Its goes pretty offensive. Thats how i like it. Go like atk speed cooldown and exhaust and magic penetration, ignite but dont go brute force and beeyond that in masteries. If you are 30. Put to magic resistance and block psychical too and for health.

I go rylai first. Or Sorceress boots Anyway you want. DORANS SUX BY THE WAY!
Amplifying tome -> Health potion -> giant's belt -> Blasting wand -> Boots of speed -> Sorceress boots -> Void staff -> Rabaddons deathcap -> abyssal sceptre

Get nashor tooth or mejai if you want for cooldown -> spamming shuriken, go down you see why
You can change abyssal and void staff places and rabaddons before void staff. But after these its doesnt matter how you go. 2-4 hit you kill

Shuriken first (with this and cooldown runes) you able stun in beginning, what brings you kills and that money.
Lightning rush after. For getting fast away from 3vs1 or more situation
Then Electrical Surge.
Then you are Level 4. You go for shuriken, When level 5 comes. Again shuriken.
So your shuriken is 3. Then ultimate, And then Shuriken max. After shuriken. Max Rush.

I use Ignite for people who go pretty close or who have low life and running. Its good way get kills.
If someone comes near you, use ignite and try get fast 3 charge of storm for enemy and normal attack (normal attack can give 1 charge if you have Surge)
Flash or Ghost for get away better like slows and tryndamere Slow or Exhaust
Heals for noobs right? ;)

When you go for teamwork play.
You try get behind someone else and there try sharpshoot with shuriken and Surge. But Kennen is good if you have Rylai. It gives slow for your teammate and for you get with rush catch up and stun.

So overall. Get shuriken and Slow (rylai) fast. You catch runners throwing shuriken (with rylai) and rush and again Shuriken or Surge. If that stun combo succees do it again.
Kennen important things in this way is get Magic penetration, YOUR ALL SKILLS do Magic damage.! And after all Shuriken one of powerfull skill i have seen and fastest = fast stun.