This is the build that I use when I go AP Kennen in ranked games. I find that it does great damage output at level 18 and is really good in initiating fights.

Pros

Very good AOE DPS at level 18
Good initator

Cons

If silenced you dont have an escape or cant use hourglass to go into stasis
You are a good target for junglers and other ganks until you at least have Zhonya's Hourglass

For my rune the reasoning behind the runes that I chose is for Kennen Armor Penetration is it is basically a must have for magic users.

The quints that give you AP are really nice edge to have when you solo mid beacause any advantage over the other person laning mid helps immensly.

The combined total for both AP at level 18 with glyphs and seals is 45 that is basically like having another Will of the Ancients in your items. which means you can focus more on buying that giants belt or chain vest.

I like to get spell vamp early so that you have more sustainablity when in the lane without wasting alot of money on pots.

After spell vamp (specifically Will of the Ancients) I get Sorcerer's Shoes for Magic Pen.

Next depending on what you want to do you can either get Rylai's Crystal Scepter or Zhonya's Hourglass. Either is good because it gives you alot more sustainabilty in lane. Personally I go Hourglass for when I get in a tight spot I just activate its ablility to go into a stasis giving my other ability cooldowns to reset. But if you want straight up health then by all means go for the health and slow in Crystal Scepter.

After this item I get a deathcap for the tons of AP it gives.

Then this is the point where you get the other item you chose not to get earlier whether it was hourglass or crystal scepter.

Lastly the item that I found best is Lich Bane. This is a contraversal item because alot of people say that it isnt needed because of the mana that comes with it. I find that the movement speed and the converting your AP to your next basic attack far outweighs the uselessness of the mana that comes with it.

For me my personal preffer 25/0/5 no matter what Kennen will never be able to take a ton of damage so I focus on putting my masteries to making Kennen more deadly so if I ever get into a 1v1 situation I can out muscle my opponent.

Early game when farming creeps the best thing to do is to last hit with your regular basic attacks but if you see a creep with low health then that is when you use your Q to last hit like your basic attacks.

Late game when farming the best way to do this is to use your E or Lightning Rush to go through the creeps and then use your W or Electrical Surge to finish them off.

When going into a teamfight unless you have both your ulti and hourglass do not initiate the fight. Let the tank go in and take some of the damage then you can zoom through your enemies with Lightning rush and then continue to harrass with electrical surge.

If you have both your hourglass and your ulti then use your lightning rush to hit as many of the opponents as you can then quickly use electrical surge and pop your ulti and go into stasis. Your ulti will continue to do damage while in stasis and it gives your W and E time to cooldown and use again to finish off any enemy left.