Yes yes yes... They're all gonna laugh at you. They laugh at me and make jokes about needing a 'real' tank every time I play this. However, if you do it right, they'll be singing a different tune at the stat screen.

These are my standard tank runes. Magic Pen Marks, Dodge Seals, Magic Resist Glyphs, and Health Quints. I know the health Quints got nerfed, but Kennen starts out light on health so you'll need them. The others should be pretty self-explanatory.

Again, standard tank stuff. Plus enough in offense to get Archaic Knowledge (the Magic Pen). Be sure to get all four Veteran's Scars, again you'll need the health.

I take Ignite for an early kill and Teleport because I like seeing a fight starting while I'm back shoping or something, popping in directly in the middle of it and kicking on my ult and smashing their push. You could choose some other spells though. I bet flash or Exhaust would work well also.

Your goal with this build has two phases.

1) Growing a second carry. Mid should be a good carry and in the lane with you, you should try to pair up with another reliable carry. Your job is to own the bushes and harass as much as possible with your never ending, Energy fueled Shurikens (and remember to tag a surge onto every mark you get on to someone, its just extra damage) so your second carry can grow up big and strong. You won't get many last hits now, but it won't matter later. Keep in mind that a win is a win and this is a team sport. Most of your gold will come from assists and with all the stun you'll be throwing around, you should get plenty of them.

If you have a decent player behind the carry in your lane, they will just be last hitting keeping the minion line right between the bushes so you can harass at your leisure while soaking up the xp. If you have a bad player behind the carry in your lane, they'll constantly push the minions up to the tower (giving you any number of stupid excuses) so the people you're starving yourself of gold to starve of gold and xp don't actually get starved of either. In this case, I don't know what to tell you except that some people really just don't understand what lane control is. If you get one of these you may have to just give up this portion and farm as hard as you can. Should you have to resort to this, don't worry about your 'carry' being starved. They have no talent anyway.

So assuming you have a good partner, at some point your opponents will get frustrated enough with your starving to rush up and try to get some minion kills. Shuriken ability + charged Shuriken + Surge = Stun. If your carry is on the ball, they should get some shots in, you should get some shots in, then an ignite for an early kill (here's where you get your gold). At low levels, even a tank should go down easily with this combo. If you're really on the ball and they come out far enough you might even be able to get a mini-stun-lock at this level (see stun-lock sequence below).

2) Your second (and most important) job is to run (not Rush, just run) into those big team melees and Stun-lock their carry so your team can eat them. Here's the sequence of events:

a. Peg their carry with your charged auto attack, it's a guaranteed hit so you know you'll get them.
b. Surge for the second mark.
c. Run (don't use your rush yet) up to them and hit your ult. You don't have to get right up in their face for this. In fact if you get just that one enemy in it, the 'random' champ to get the first bolt will be them and they will be instantly stunned (1st stun).
d. Two more Ult bolts while they are stunned and your team is focusing them. Also, any other enemy champs will be getting bolted here as well and building up some marks for later.
e. You've been auto attacking them so your charge should be back up and stun them again (2nd stun).
f. If they're still alive (either noone is helping you focus them or if you happen to be devouring a tank instead) now you Shuriken them. The minions should all be dead by now so there won't be anything in your way. If they're dead, pick another enemy (who might even still have a mark on them from your ult) and Shuriken them instead.
g. Rush them for the second mark because by now they'll probably be running away so the added speed will be useful.
h. Surge again for another stun (3rd stun).

Were you paying attention? If you were, you saw 3 stuns in a row on one champ there. I don't care what world you're from, that's gotta hurt. Even Mundo goes down after that. Oh and remember to save your rush for later in the stun-lock. Why, you ask? Good question. This way if the plan goes to hell during the above sequence, you still have your escape mechanism to use as a get-out-of-jail-free card.

Now you'll be taking a ton of damage while you're doing this which is why building Kennen as a tank is such a good idea. First of all, you need to survive and stay in the fight till the end to pull off a proper stun-lock. Second, the other team will probably be mistaking you for the carry and be focusing you anyway; wasting all of their damage and CC on your team's tank. Now you've just pwned them because they haven't been watching your item build sequence.

Of course you'll want to keep an eye on their team's stats as well though. Check every once in a while to see who is getting their kills/assists (ie, who is dealing most of their damage). When/if you die, check where the damage came from so you can alter your item build accordingly. Then again, that's just good generic tank advice ;)