I still like Heal because it's saved me several times from really dumb mistakes (though they don't happen often now), and I use Heal mostly in the early game--it's particularly helpful for pulling off a Ghost + Lightning Rush tower dive (which is surprisingly effective.) More recently, though, I've used Heal to keep my team alive during a fight, or in combo with a stun to save a teammate from a lane gank. I focus on Kennen as a heavy support, and Heal fits in nicely with that. As a support, it's not that big of a deal if you die a few times, so long as you were able to help win a team fight--that's why I feel that (in a sense) swapping Rylai's for Heal pays off much more for my playstyle. If you know you're going to be the main carry on your team, though, Cleanse might better in the end since the enemy team will be more likely to actively focus you down and deny you kills and farm time. I haven't really had a problem with that, though--generally speaking, I can usually pop in, flatten the other team, and let my teammates clean up before our opponents have time to fully react.

tl;dr I like Heal because it's health when I need it, as opposed to spending money on health that would basically sit around and do nothing for me.

Hope that answers your concern!

Solid build, the shift+q tip is great I have been playing a while and never even realized.

The only thing I really disagree with is getting heal. You knock players for getting Rylai's Crystal Scepter too soon because the HP only really matters in 1v1 fights, and Kennen's role is to dish out damage and AVOID getting focused, which is true. With that logic, then, why would you suggest getting heal? Any combo of Ghost/Flash/Cleanse is better (especially late game) to escape being focused down first and deal out the damage.

Other than that though, I like the build so thumbs up.

Awesome thanks a lot for the help i really enjoyed the wonderful commentary on how to use Kennan. it is great to see a guide not built for level 30 guys