Allow me to introduce you to what I have found to be an extremely nasty Kennen...

Unfortunately none of the Energy runes are in the list provided so I have to add the rest here.

Seals = 4 X Greater Seal of Lucidity
These provide me with a 4.6 energy regen at level 18

Glyphs = 2 X Greater Glyph of Sapience
This is for an increased energy pool, it allows me to stay in fights just a little bit longer...

Quintessences = 1 X Greater Quintessence of Meditation
This allows me to boost my total energy regen up to 5.5 or so, thus making my energy regen 11 per second. This may not seem like much but I believe it has saved me tons of times.

1 X Greater Quintessence of Acumen
This gives me another 5.4 Energy to deal with so I have a larger pool. (end game is 211 Energy.)

The way I have the runes setup in all is NOT the "final word" this is just how I like it.

The only reason I have mine setup the way I do is to let me spam ghost, CV (clairvoyance) and to have longer buffs.

To make this clear my final build is:

Sorcerer's Shoes
Trinity Force
Rylai's Crystal Scepter
Atma's Impaler
Hextech Gunblade
Warmog Armor

Pros:

Nice DPS
Survivability (lifesteal/spell vamp)
33% chance to crit and if you use an ability before a normal strike there is a chance to do MASSIVE crits.
Last but not least, SUPER high health.
Squishy Killer*

Cons:

Low Magic defense, even with the runes, vulnerable to mages.

*The reason why I say squishy killer is because, 33% Crit chance, 300 base damage, 300 damage per Thundering Shuriken, 220 for Electrical Surge etc... I can rush in with Lightning rush, pop Electric surge, throw one shuriken (boosted from 300 to 750 because of Trinity Force) then if there not dead now they are slowed either from the Scepter or Trinity, smack 'em once or twice with a shuriken and there dead. The End

The way he is setup your second item should be Trinity force, this allows me to spam Thundering Shuriken on creeps and then throw one normal strike, this kills creeps REALLY fast.

Try to engage with Lightning rush, hit all the creeps, use Electrical surge and then throw one shuriken, finish off with normal attacks (or for lizard or golem keep cycling Thundering Shuriken, Electrical Surge and basic attacks[The reason I don't use Lightning Rush during the fight is because you can't auto-attack while using it.])

What makes this Kennen so unbelievably OP is the fact that he can kite like hell (427 movement speed at end and Rylia's Scepter slows plus trinity has 25% to slow too...) plus he has really decent attack speed, crit chance, AP and Base damage. What I usually do is lightning rush in, Electric Surge, Thundering Shuriken, Slicing Mealstrom, Thundering Shuriken (all the while using one or two auto-attacks in-between to take advantage of Trinity Force.) Electrical Surge etc, etc, etc... Until everyone is dead. This may seem too easy but the way he is setup it really is pretty easy killing a whole enemy team, especially their squishies!!! This Kennen is really an AD, AP tank if you look at him and that is exactly how I use him.

Note: For more fun (and laughs) please grab Golem buff as often as possible. This makes Thundering Shuriken have a 2 Second cooldown and so can be SPAMMED hardcore. And at 200 or so damage a pop, why not?