Going sorcs plus mpen glphys/marks allows for near true damage on a lot of champions top lane. Not sure if it's flat out better than your proposed build but it allows for a lot more teamfight damage, which is what you really want Kennen to have.
Thanks to jhoijhoi for the awesome PsiGuard-loving sig!
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lvl 1 buy: Boots + 2 pots + 1 pink ward.
First shop: Cull+Dagger
Second shop: Berserker's greaves + Ruby crystal
Third shop: Hextech+Protobelt
Fourth shop: Seekers armguard into Zhonyas.
After that either a fast Voidstaff or rylais/abyssal. Also getting an extra ruby crystal or amp tome somewhere in between, since you will have plenty of room after selling cull.
My theory being this; Maxing (W) first is best, and this makes AS and AD a very nice stat. Also having tier 2 boots early on makes Kennen very slippery aswell as making it easier hitting (W)'s and pushing both minions and turrets.
The "downside" to this build is that u have to use flat dmg runes instead of AP or magic/hybrid pen.
I have been using: 11 flat dmg + 9% AS + 9 armor + 7.1 flat ap + 5% scaling CDR.
The CDR is to have around 2.5% at lvl 9 which makes landing multiple (W)'s possible.
The upsides are; getting a safer start to the game with boots + a pink ward lvl 1. While stilling having enough dmg too push. Early AS and MS makes Kennen quite the splitpusher. Being faster than pretty much every champ in the early game. Doing a suprising amount of AD for a mage. Having a pretty sick powerspike at lvl 9.
Any thoughts?