Welcome to my first guide. I hope you enjoy it and i am glad about every critic. Even if it is about my language (my main language isn't English so please help me improve it ;) )
This guide was inspired by a guide on probuilds.net (Link at the end) and i took the same runes and masteries. I will explain it in an extra chapter like everything from playing Kennen on top and mid or teamfights to my choices of items.

Hopefully i can show you some new stuff or you can give me new advices,
greetz IProtestTheHero

PROS

• high earlygame damage with skills / autoattacks
• high range
• easy farming
• AOE stun and damage for teamfights
• with Lightning Rush and Mark of the Storm easy escapes

CONS

• tanky enemies are problematic
• needs to be played aggressive and risky
• always limited energy, cant be raised

The runes and masteries are taken from the probuild.net guide of Ragan. Both aim for a high earlygame dominance in lane by dealing a lot of hybrid damage. Thats why you choose hybrid pen and damage in runes and masteries.
For seals i recommend flat armor on toplane. In mid you could also use seals of scaling magic resistance but they wont be to helpful earlygame and most jungler are forced to deal ad damage so ganks wont do to much damage.
In masteries i would suggest 30-0-0 for maximum hybrid damage. Spellsword will help your basic attacks to deal more damage in addition to your abilitypower and Executioner will help you give enemies the killingblow.

Level 1:

I tested 3 starts:
1. Boots and 3 Health Potion - nice sustain and you can dodge skillshots more easy but boots got nerfed in S3 so i dont play it anymore but if you feel more confident its a valid startup
2. Amplifying Tome and Health Potion - don't recommend this one, no real sustain and your damage wont be that great
3. Elixir of Fortitude and 6 Health Potion - my main start, you get more HP real hard sustain with your pots and you will gain +15 AD; thats the way you will get FIRSTBLOOD :D

Focus on: (the AP core)

There is one item you really need to be extremely effective in teamfights: Zhonya's Hourglass
Get this one, use your ult and be the shiny little hamster that destroys your enemies.
You should also aim to get the Sorcerer's Shoes early for the movement and magic pen.
Another important startup item is the Hextech Revolver, you will get more sustain resulting from the spellvamp and some more damage.

Focus on: (the AD core)

If you like to play a more AD way i would recommend heading for Vampiric Scepter and Berserker's Greaves first. Then you can go to the Bilgewater Cutlass for more AD damage in lane and last but not least: Zhonya's Hourglass for the ultimate Kennen ;)

Complete your build:

I'm gonna list all items you can see at the top on the cheat sheet and explain why they could improve your build but keep in mind that they are just optional

• Rylai's Crystal Scepter
  
  Spoiler: Click to view

  I mainly build this one after or even before my coreitems because being a little more tanky will give you a huge advantage in lain and you can use your Lightning Rush without being afraid of dying in seconds
• Hextech Gunblade
  
  Spoiler: Click to view

  Would be a wasting of money if you wouldn't buy this one after building Bilgewater Cutlass or Hextech Revolver
• Rabadon's Deathcap
  
  Spoiler: Click to view

  This one will make you even more deadly. It's the most build item on all AP-caster and it will raise your damage insanely but you can build this one a little later in game.
• Twin Shadows
  
  Spoiler: Click to view

  It worked really nice for me, i saw this one in Ragan's Guide. You will get some magic resistance (always nice on midlane) and the active effect is awesome for initiates and getting the killing blow on enemies. Extra point: build from Kage's Lucky Pick - it will give you a little gold advantage earlygame in lane
• Void Staff
  
  Spoiler: Click to view

  Mainly to break enemy teams that build a lot of magic resistance
• Malady
  
  Spoiler: Click to view

  I never tried this one but i really want to so i will tell you how it worked. I believe it will be a nice addition to your mastery Spellsword
• Nashor's Tooth
  
  Spoiler: Click to view

  Same thing like Malady but it wont give you the Spellsword effect. A point that makes it more interesting is the cooldown reduction (i normally don't build CDR items).
  I will try this one too or maybe you can share some thoughts and experiences about this.

There are 2 ways of skilling, focusing on Thundering Shuriken or focusing on Electrical Surge

• Thundering Shuriken
  
  Spoiler: Click to view

  Ability Sequence
  1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18

  I really enjoy play like this because i am a big fan of skillshots and your Q will do insane damage. But still this is a way of how you like to play. If you feel uncomfortable with skillshots i would recommend the second way of skilling.
• Electrical Surge
  
  Spoiler: Click to view

  Ability Sequence
  1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18

  The aim of maxing your W first is to do more damage with your 3rd autoattack and to get a lot of hard damage without any aiming. Its also effective for pushing your lane but i don't like to play like this. Try and see what style fits you.

On Level 1 you want to get your enemy out of the Lane with every force. If he attacks you, attack back. If he don't attack you, start attack your enemy. You need to be the dominant player on lane. It will cause you to outfarm your enemy and if you do well you will get firstblood. For this you can try to flash-kill in lane, but only if you have your 3 skills up. Playing it right and you will stun your enemy, ignite and do enough damage for the kill.
From now on you will get a nice lead on lane and it will give you the option to roam a little. If you see a fight near mid (example: junglers fighting or botlane-fight at dragonpit) go in and help your team. To get some nice junglekills i recommend buying Sight Wards.
Don't forget to get an Elixir of Fortitude 2 or 3 times to keep your tankyness and damage output up.

In teamfights your task is to get as many enemies as possible into your Slicing Maelstrom, your Lightning Rush and your Electrical Surge. Use your Zhonya's Hourglass early to avoid to much damage (only safe it if you could bait last enemies after a teamfight).

Your hardest counters will be Swain and Ryze, mainly because of their tankyness (if your enemy builds right). But if you play well you can even 1v1 them early and so get a leading to make this counterparts useless. If you aren't good enough to face them ask your jungler for some assistance.

Lategame your hardest counter will be the enemy tank but you can kite a lot of players by simply stunning them all the time they go for you and melt them down slowly.

I'm gonna try to react on every comment you will post to get the guide better and better. I will earn more experiences in writing guides and will improve this one all time for you so please help me if you notice any mistakes or you can give me any advices.

I wanna thank Ragan again for opening my eyes for this awesome build, he really helped me getting a better player (here the link if you didn't got it out of the text ;) http://www.probuilds.net/guide/KR/470531375/1247126). Because of this Build my winrate with Kennen increased to nearly 70% now and i hope it will raise more :3

Hopefully you enjoyed my first guide,
greets IProtestTheHero!