!!DO NOT RATE IF YOU DIDNT READ ALL!!

Welcome to the my guide about Kennen. Some words at the begining. This character is one of the strongest ablity power carry (AP carry) in the game. His ultimate, but also the abilities make advantage during the teamfight. Flippin' ninja is able to win the game alone, if he does everything perfectly. The best lane for him is middle or solo top. I will not explain the Masteries and Skill Sequences, because I think it is pretty obvious.

For Kennen I use:Magic Penetration marksAbility Power sealsCooldown Reduction glyphsAbility Power quints
However you might replace them, depends on you.
I would recommend either:Magic Resist glyphs

In my opinion the best summoner spells for Kennen are:Flash - after dreamhack this spells became like 'must be'. Great to use offensive and deffensive.Ignite - really useful spell to get some frags before middle or late game. Later, it should be rather used on the champions that heal themselves too much to reduce it.
Also good:Ghost - Kennen's movement speed with boots that increase magic penetration is near 390. Some players might argue here with me, because his E ability gives him bonus movement speed, but I think the duration of this spell is too short and mainly AD casters are able to catch Kennen without any problem while they have such items like Phantom Dancer or Trinity Force increasing movement speed.

Items are pretty obvious while Kennen is AP caster.

Core items:
Helpful in late game:
Decide yourself what is better:
Explanation:
I do not expect your agreement this is good build or not, because I know an answer.
As you noticed, my core items are Rabadon's Deathcap and Zhonya's Hourglass. With those two items you're able to deal huge damage your opponents. Sometimes, it is better to get spell vamp earlier that is why I buy Will of the Ancients. This item is really helpful if you have problems with dominating your lane. Next step is to get Rylai's Crystal Scepter. Last item isn't the solid choice. If opponents have strong AP caster, then try to get Abyssal Scepter. Otherwise your last item should be Void Staff to increase your damage.

*When you reach second level, you're already able to stun your opponents. Every 4th autoattack your W ability gives one mark to your opponent. This is passive ability. That means when you active W, your opponent will be having 2 marks. All you need now is to hit him from the Q ability.
*If you have Rabadon's Deathcap, try to hit minions from your E, then use W. Creeps should die and you got easy way to farm whole waves.
*Use your Q ability to last hit the minions, it is really helpful to get minions advantage at the begining.
*Do not use your ultimate to the singel target (except early game of course). R ability has long cooldown and without your ultimate you're team is really weakened.
*If you do not have any champions to initate the teamfights, you should do it. But remember, without ultimate that has no sense.
*Your ultimate is stacking with Zhonya's Hourglass. Do not forget to use it whenever you use this ability.