I've played quite a few Kennen games in the past (was my main in Season 3) and recently picked him up again, so here's a couple things..
- In all honesty, I think it depends on the situation on whether you max Q or W.
For example, when you top lane Ken, you're almost always against a melee champion. In order to keep your harassing up, I'd max out W. They're gonna have a bad time everytime they try to CS because of the threat of getting auto'd to death and having 1 of those autos be a charged W. Make sure, however, that when you do go to auto the enemy champ, you jump into an unwarded bush or move back. The enemy minions'll lock onto you immediately after you attack the other champ and it'll cause the wave to start moving towards their turret. In top lane, having the wave pushed up to their turret can result in the enemy jungler to gank. Even though Kennen does have an escape (E), it's best to not risk it, unless you have full knowledge of where the enemy jungler is.
In mid lane, I believe he has one of the shorter attack ranges, so I max Q. Reason why is sometimes it's just not worth attempting to throw your charged W auto onto the enemy because you'd take a ton of minion damage, they can retaliate and harass you down, or your wave pushes significantly against you. As with top lane, you don't want their jungler to pop up behind you because you're pushed up. Only difference with mid and top is that mid is a significantly shorter lane, so it'll be a tad bit easier to run off. Also, in mid lane, a lot of the champs that go there (take Lux for example) have long ranged spells that can whittle you down because of your short range. Maxing Q gives you the benefit of having it up more often so that it'll help you to farm from a distance. You can also max Q if you're really afraid of the enemy champ (LeBlanc, for example) so that you can farm from a safer distance.
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is literally your core item. It should ALWAYS be your first big item rush. When you have Zhonyas and ult, you always want to ult and THEN zhonyas, not the other way around. At least if you do the former and ult then go golden, you have a huge chance of getting off a bunch of damage right then and there. Kennen is a fairly squishy champ. You don't want to get popped in the beginning/middle of your ult.
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The thing about maxing E equally to your second maxed skill isn't a very good idea. You're sacrificing potential damage from Q/W for a skill that is best left at 1 point early game. While I can understand why adding a couple points to E is nice (lower cooldown, better resistances, less energy), you really shouldn't be spamming E a lot in the first place. It's more of a utility skill. Put all your efforts straight into maxing R/Q/W first before E.
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For runes, I was looking up some guides on Solomid and a guy recommended to go AD quints/marks, armor seals, and scaling MR glyphs. Instead of going AP, his arguement was that no one really expects Kennen's autos to hurt as much because he's a mage champ. But because all Kennen's usually go Doran's blade first and have the extra damage on W for their autos, having the extra AD really surprises people. I tried it out and it really does work and you really become an annoying bully that's slowly whittling the enemy down. It also REALLY helps you to last hit minions.
Now, the thing that I do different with my Rune page is that because I decided to re-main Kennen and make him my top/mid to-go champ, I dedicated a page just for him. In my page, I go AD marks, scaling energy seals, 6 hp glyphs, 3 ap glyphs, 1 ad quint, and 2 ap quints. Because I really love Kennen (and because I had already bought 3 scaling energy seals for him in the past and I also had ~20k IP), I decided to grab the scaling energy seals. They work wonders as the game goes on, and it's amazing to be able to spam fairly hard. It opens you up to a number of different combos and helps especially if you tend to miss your Q (me). I'm not saying make an exclusive page for Kennen and spend ~7800 IP on scaling runes (cuz that about how much 9 of those damn things are), it's just that I had an extra rune page and plenty of IP for it. And it works with my style. Now for the 2 AP quints and AP glyphs, I added those in because I really like having that extra oomph in my abilities. It really doesn't hurt to sacrifice some AD for that early game power. The only problem with my runes is that Kennen is fairly squishy. There's no armor or MR and only HP. But I honestly prefer HP over armor early game.
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For masteries, 21/9/0 is always the best imo. I see some people going 21/0/9 but I think that because Kennen is a shorter-ranged champ and has to rush into the middle of a fight to ult, it's best to grab 9 points in the defense tree.
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Best team comps? Any team-fight champs. For example, Amumu, MF, Sona, Malphite would be an amazing team to team fight with. Honestly, Kennen works well with any team comp, at least in my opinion.
Counters? For sure Janna and Lee sin. You may be like wtf Janna, but I've had so many miserable games when I played Kennen and I tried to E-rush into the team to ult, only to get knocked out by Janna ult. Anyway, Lee and Janna both have ways to get you out of the middle of their team. It's annoying and embarrassing. I've had a lot of trouble with Syndra in the past. She can harass you fairly hard and can knock you back from trying to rush in on her. Irelia is also known to have the ability to take you down. I haven't played the matchup yet (or I did but it's been a long time).
Who does Kennen counter? Anyone who hates getting a ranged champ to fight against and can be kited. Whenever I see Darius, I tend to smile.
Anyway a bit of a long rant, but hey, hopefully you have fun with everything Kennen. Check out this guide on solomid if you want a better guide: http://www.solomid.net/guide/view/130134-kennen-build-guide-apc-support-fighter-by-xelaadryth