Prepare for wall of text!

Haunting guise is useful for first item, good imo.
Sorcerer's Shoes, not such a good idea, you NEED the extra speed From Boots of Swiftness to place your Lightning rush on as many as possible!(even taking the additional speed from the spell itself isnt enough in many situations)
Rylai's Scepter, you should go for Mejai's before Rylai's, because if you dont, its already at the point of the game where it starts getting difficult to get some kills.
Sheen/Lich Bane, i don't know if you tested this in action, but in many situations your target will run away as soon as they see the angry bolt of lightning come flying, you dont have time to auto-attack in middle of your attack combo(Lightning rush, Electrical surge, thundering shuriken), UNLESS ofcourse you got electrical surge's passive ready to throw.
And ignite/exhaust, like previously said, is overkill. Youre even one of the fastest Champions in the game, you dont need exhaust to catch up, and if you do, then your target might aswell just flash/ghost anyway, you could go for teleport for better map presence.
Runes wise, if you went for haunting guise you dont need HP/5 runes, you dont need hp runes. If you feel you need more health, do 9/21/0 masteries. On top of that, you can change most of your runes into Magic Penetration and get the missing penetration from getting other shoes.
Masteries: Sunder/Lethality belongs in a physical damage(ATTACK DAMAGE) build, because your spells cannot crit, and your spells isnt affected by ARMOR, rather your spells are affected by Magic Resistance.
Skill Build, Thundering shuriken is your kill button if youre AP, you can nuke someone early game to death before they can barely flash away, and if your enemies notice your shuriken deals close to no damage(rank 1), then they wont care as much. In an AP build you want Maelstrom>Shuriken>Surge>Rush.

Did i miss anything?=S

shuriken at lvl 3? Bad idea. an early shuriken->Surge combos can give you EZ kills (even double kills) at lvl 2!

You are one of the best harrasers ingame... you dont have mana and can spam this flying stars like madman without risking anythin.

Also, I'm 100% convinced that shuriken is better at level 1, because by the time you get enough marks for surge to do anything you're level 3 anyway.

With Kennen (and pretty much any champ besides Trynd) you should be taking 9/21/0 for the added hp and survivability. You are one of the squishiest carries in the game and 9/21/0 will greatly improve your results at the higher levels. Also, I think your build could use a 6th item, sheen builds into lichbane--not that a real game should get to that point, but it wouldn't hurt to have it. Take cleanse over exhaust! Ignite/Exhaust is overkill and a champion with cleanse will cleanse them both anyway. It is especially important for carries like Kennen to take cleanse (unless they're Fiddlesticks, who is god-tier) because it will save you in situations where you would otherwise die and sometimes allow you to kill in situations where you otherwise wouldn't. It also lets you solo Ashe mid very easily, her arrow will hit and stun you and as she walks up you cleanse and she's out of mana and has to run.

I agree at health and health regen runes with 5hitcombo.

Also i would suggest getting lichbane completed as soon as you get 200AP and get sheen before any other "big item" (just after boots?)

Me like it anyway.

No, it's more like 66% for shuriken, 45% for surge, 55% for rush and 33% for maelstrom.

I don't see any math, regen quints are useless, no magic pen marks???, Good Hands over Perseverance???, Cleanse over Exhaust for games against good players, no strategy talk at all...