Aery is an especially good keystone pick on Heimerdinger primarily because your [Q] turrets and auto attacks allow you to repeatedly proc it for tons of ramping damage.
Manaflow Band's early game mana sustain is perfect for empowering your early laning phase harass to push your enemy out of lane and keep the pressure up.
Celerity synergizes well with Heimerdinger's passive. The extra movement speed you get while near your [Q] turrets will grant you additional Ability Power.
Scorch empowers your ability to abuse your enemy laner in the early to mid game and press your lead. Heimer, like Teemo, is all about applying early pressure and not letting up.
Zhonya's is a key ingredient to Heimerdinger's arsenal of items and Perfect timing allows you to hit that item power spike before your enemy knows what hit 'em.
The early stasis also provides you the opportunity to potentially out-play an enemy jungle gank in a 1v2, if timed well.
More CDR means more lane harass and more pressure on the enemy. The extra little bit of Summoner CDR also means when the enemy matches your Teleport top you'll have the advantage when it comes back up.