Strength: Whatever fighting style you chose, ranged or melee, this is probably the best way to increase damage (although it's a little pricy to ranged characters). A must for melee characters.
Dexterity: Equally great to ranged characters, many ranged feats require high dexterity ratings. Note that there are some dexterity-based skills in the kensai's list. Unarmed kensai need high ratings in this attribute, too, because of two-weapon and multiweapon fighting feats' requirements.
Constitution: This is absolutely needed to the kensai. Not only it gives you extra hit points, but it boosts your concentration checks, too.
Intelligence: Not actually needed, but the combat expertise feat that is required to enter this class you need a score of 13.
Wisdom: The Kensai has a good will save progression and only one skill is keyed off this attribute. I'd say that this is an attribute you can dump.
Charisma: Two of your skills are keyed to charisma. Thing is that these are really great: diplomacy, intimidate. Since you are a melee character, demoralize optimization is going to help as it has teamwork benefits (stacking fear effects) and on the other side you gain a roleplaying edge.
Human: This is the best race from an optimization side. Bonus skill points and the feat help fulfilling the requirements of this prestige class.
Dwarf: Bonus constitution but loss of charisma.
Elf: The constitution penalty is really bad, but it can probably serve as an archer.
Illumian: Technically a human and can get the shadow blade prestige class, which gives you a weapon with some cool qualities to stack with kensai.
Thri-Kreen: Probably the standard race for unarmed kensai. These guys get four arms that can use as natural weapons. The main problem is the racial hit dice they get, as their level adjustment is pretty low and you can pay it off easily. Note that intelligence hit will hurt your requirements.
Feral [SUP]SS[/SUP]: This template is well known in the character optimization boards as the best way to gain the pounce ability at a low level adjustment, pre-complete champion. It also nets you two claw attacks to use as signature weapons. Use it with extreme caution, as it reduces your intelligence by four.
Insectile Creature [SUP]SS[/SUP]: The limbs of the insectile template cannot be used for attacks, but the fiend folio graft raking tentacle that replaces an arm or forelimb, says: [...]allowing the grafted creature to make a natural attack with the raking tentacle[...]. So if you graft all your six hands, you can probably attack with them. As a treat you get immunity to flanking, wide vision and tremorsense. The dexterity boost is useful, but the level adjustment is really bad without the option to buy it off.
Anthropomorphic Animal [SUP]SS[/SUP]: This template offers two great options with loads of natural weapons: The giant octopus and squid. The first has no level adjustment, two hit dice of monstrous humanoid and buffed dexterity, but a constitution hit. The second one is superior, but that comes at the price of a single level adjustment. Monstrus humanoid comes with full base attack bonus, so to fulfill requirements you only need a class that offers those skills as class skills. Anthropomorphic characters have reduced charisma, something not so cool for kensai.
Special: Must complete an oath of service to either an overlord or an ideal.
Most of these requirements are really easy to acquire. The diplomacy and ride skills are a little difficult to get with martial base classes, but paladin and hexblade are examples. Weapon Focus requirement really hurts. It's a sucky feat, but it's the price you have to pay to enter the prestige class.
BAB: Medium base attack bonus. While there are ways over it and you gain a huge strength bonus with power surge, it's pretty weird for a weapons-focused class.
Saves:Will save is primary and the other two are bad. Again a weird choice for a martial prestige class. This means that you shouldn't try to tank or be a frontliner. It's better if you avoid making saves at all (:P), so don't draw too much attention.
Skill Points: 4+int modifier. With 13 intelligence required for combat expertise you sure going to receive 5+ skill points per level, which is a respectable lot.
Weapon and Armor Proficiency: Kensai gain no proficiency in any weapon or armor.
Signature Weapon [SUP](Su)[/SUP]: This is what this class is about. You chose one of your weapons that you have selected the weapon focus feat as your signature weapon. You can imbue a weapon with enhancements, without having to invest in craft magic arms and armor or meeting the spell requirements. The kensai's signature weapon has a caster level to your character class level + 10, which is great, since a well placed dispel magic can incapacitate you for several rounds. You can imbue a double weapon separately, essentially having a two-in-one package, but costing double the amount. But we understand the true beauty of this skill when we read the imbuing natural weapons section. The cost of imbuing the natural weapons of the same type is 100% + 10% per natural weapon. That means that you get a huge discount to your weapon prices (imbuing one fist with +3 enhancement costs 360 XP, while imbuing two fists with a +3 enhancement costs 384 XP, only +24 XP more). The important part is that no gold is required for the imbuing.
Power Surge [SUP](Ex)[/SUP]: As a move action gain a untyped huge bonus to your strength with a crappy DC 15 concentration check. The duration is one half your class level. It would be great, but each time you use this ability the DC increases by 5. Still it is usable multiple times per day, probably from two to four.
Ki Projection: Gain bonuses related to your class level to social skills. The great thing about this is that the bonuses are unnamed and help if you plan to use them.
Withstand [SUP](Ex)[/SUP]: Make a concentration check in place of a reflex save to avoid full damage from area effects. This is great, since you are lacking on reflex saves, but you are going to benefit from boosted concentration check.
Instill [SUP](Ex)[/SUP]: Meh, average ability. You can however give away all your reflex save points, as you don't actually need them (however note that there are reflex saves for stuff other than area effects :D).
Ki Warlord: Gain some roleplaying stuff related abilities and an aura that boosts the will saves, concentration checks and attack rolls of your allies within 30ft. The bonus is morale and lawful allies gain a bigger bonus.
Improved Disarm/Trip:Combat Expertise is a requirement feat and you receive huge bonuses to your strength. Tripping (or disarming) is a nice tactic that benefits both you and your allies, although you'll have problem with it if you are fighting unarmed.
Exotic Weapon Proficiency: Some of the best double weapons are exotic. If you are gonna use one of those, this is an option. You can maybe use exotic weapon master after kensai levels, although that messes up your skills.
Improved Unarmed Strike: This is a requirement if you are going to use your fists and you don't have some sort of natural weapon. Also it's a nice way to add more attacks to your routine.
Skill Focus (Concentration): Too narrow. It's better to get an item that enhances concentration.
Two Weapon Fighting Tree: If you are going to fight unarmed or with double weapons, you most probably will want to get this. The main problem is that you need high dexterity, so your MAD gets even worse.
Improved Natural Attack: Increase the damage of one form of your natural attacks. It's not that great, as your damage won't be significantly increased. Take it if you have the feats to spare or if your base damage of your natural attack is already high.
Multiattack: This feat has low requirements and is great if you are going to use natural weapons as secondary attacks.
Multiweapon Fighting Tree: You can't really use iterative attacks with natural weapons and it will be difficult finding a large number of weapons to use with multiple limbs without using cheese.
Book of Exalted Deeds
Ancestral Weapon: Nah, don't get this, at least with your signature weapon. That's because you will put a gp cap to the cost of your weapon, when theoretically with just a level in kensai you can put as many gp enhancements on your signature weapon as you want.
Vow of Poverty: Since you don't spend money to enhance your signature weapons, this is an option. The penalties of the feat are lessened as you can take some enhancements that make you able to fly, penetrate damage reduction, etc.
Improved Multiattack: Gain no penalty on your secondary attacks. Well essentially multiattack gives a +3 bonus to your secondary attacks (from -5 to -2) and improved multiattack gives only a +2 bonus.
Rapidstrike: Make an extra attack with one of your natural weapons at a -5 penalty. Not that good, but required for improved rapidstrike.
Improved Rapidstrike: This nets you four extra attacks with a pair of your natural weapons. The penalties are huge, but they are extra attacks and do not affect the rest of your attack routine.
Balance: Five ranks in this skill is great, since you won't be flat-footed when balancing.
Climb: Meh, you already have a huge bonus to strength from your class abilities. If you feel so about the campaign, spend a few points to this.
Concentration: Max out this skill. It has everything to do with your class abilities.
Craft: Not actually useful to you, but since you are going to be a weapon master, spending a few ranks can help thematically. Also if your weapon is destroyed somehow, you can use the craft skill to get it back, if it's salvageable.
Diplomacy: Changing attributes of merchants and escaping battles is a good thing when you need it. Since you get a huge bonus from a class ability to already, spending a few points to this skill is going to help.
Intimidate: As above, but it has nice combat benefits. First you can use it to stack fear effects and as a light debuff to help your spellcasters.
Jump: Ditto with climb.
Knowledge (Nobility and Royalty): This knowledge is your only one, but unfortunately it isn't connected with a creature type. Investing 5 ranks for the synergy bonus however is a nice tactic.
Ride: This can be swapped with tumble with an alternative class feature from cityscape web enhancement. You have to invest some ranks to get into this class, but there is no reason in advancing it.
Sense Motive: You get bluffed more difficult than normal. This is worth having if you can spend the points.
Never Outnumbered: If you plan on using demoralize a lot, this trick is win. It even waves the need for a reach weapon.
Back on your Feet: If you have swapped your ride for tumble, this is a good skill trick to have.
Corner Perch: Using a ranged weapon or one with reach can make you immune to melee damage.
kensai are weapon masters and they can use a lot of different fighting styles. However since you have an option to imbue multiple weapons, the optimized choice is to select a race with multiple natural weapons of the same type or a double weapon.
The best choice is the multiple natural weapons, but that comes at the cost of level adjustment and/or racial hit dice.
The next best choice is to get a normal race and enhance their fists. Costs only 120% for both weapons, but the two will have the same enhancements.
Double melee weapons are easy to come by, so for normal kensai that want a variety of enhancements to their weapons, this choice can work.
I wouldn't suggest a ranged kensai, but if you absolutely want one and races of the wild is available, get yourself and elvencraft bow. This is actually a double weapon that must be imbued separately and you can interchange melee and ranged attacks. Consult with your DM if you can imbue the shaft as a signature kensai weapon (since it is actually a quarterstaff, you may need another weapon focus or weapon focus (Elvencraft Bow).
Anarchic: Not gonna happen. You need to be lawful in alignment.
Axiomatic: Unless you know that your opponents gonna be of a specific alignment, this isn't worth it.
Bane: As above, but better. Campaigns sometimes have a specific creature type as a theme, so if you identify it this is gonna work.
Brilliant Energy: You cannot harm undead, constructs or objects and the enhancement bonus is huge. Only take this if you aren't going to face those creatures, but since it's permanent, you never know.
Dancing: Assuming that your signature weapon is your best one, this is absolutely worthless, unless you have another weapon of great power.
Defending: If you have a high amount of natural weapons, this would be great, gaining you large amounts of dodge bonuses.
Disruption: The DC is crap and only works with bludgeoning weapons. Not worth it.
Distance: Average property. If you use it with an elvencraft bow it may undermine you.
Flaming/Frost/etc: Elemental damage is not good, especially fire which is probably the most common element resistance.
Flaming/Icy/etc Burst: As above.
Ghost Touch: This is absolutely essential if you are going to face incorporeal creatures.
Holy/Unholy: This is an option, the good/evil theme is the most common in campaigns.
Keen: I am against this, but many people will revolve :D. If you have many natural weapons and versatile unarmed strike, you will increase your critical hit percentage.
Ki Focus: If you are a monk, you are better off choosing your unarmed stike as your natural weapons and skip this.
Merciful: Only useful if you have vow of nonviolence probably. At any rate it's pretty much worthless.
Mighty Cleaving: The cleave feat is useful probably only at low levels. Still it's a crappy feat, so this doesn't make it any better.
Returning: This is an option for throwing weapons, but if you throw your weapon, remember that you get it back at the start of your next turn.
Seeking: This is actually good and cheap. Helps with miss chances, so it is a nice and more useful substitute for ghost touch.
Speed: This is not a good enhancement for both heads of a weapon or for your natural weapons. This is because you are getting only one extra attack.
Spell Storing: This is a bomb! If you have multiple natural weapons you can even nova. It's cheap, too. This will require some spellcaster in your team to fill your weapons or some spellcasting ability on your behalf.
Throwing: Nah, forget about this one. It's useless, as you can just move and attack. Heck, you can even choose a throwing weapon as your signature one and skip this.
Vicious: Yuck, go for another enhancement that gives you a damage bonus and doesn't hurt you.
Vorpal: Too expensive and useless. A huge number of creatures and creature types are immune to this effect, too.
Wounding:Constitution damage is good, but there are many creatures immune to constitution damage or critical hits. It is highly dependable on the campaign, so choose wisely.
Magic Item Compendium
Banishing: Particularly useful to those who have multiple natural weapons. If you encounter a lot of extra planar creatures, this is an option. The DC is average/good and scales. You get a lot of uses with multiple natural weapons.
Binding: If you have problems dealing with hoping enemies, this is a solution. The duration and uses are good for whatever fighting style you choose.
Blindsighted: If you have problems with invisible or hiding enemies, this comes handy, but it's a little expensive. The effect lasts for 1 minute, so it will serve you for the average encounter. Three times per day can be augmented by using natural weapons.
Bloodfeeding: This is actually nice. With a bag of tricks and subdual damage you can charge up your weapons with blood points. Unfortunately they last for only an hour. It's sort of mini-nova for the early levels.
Bloodstone: It's a way to nova, but you must keep charging your weapons with vampiric touches. You get less versatility but more damage.
Collision: Increase your damage by 5. I haven't done any calculations about this, but it may be worth getting.
Defensive Surge: You already have the requirement feat for this ability and a +2 bonus isn't very bad. Multiple bonuses from the same source do not stack, so it probably doesn't work with multiple natural weapons.
Dispelling, Greater: Great caster level and essentially it gives you three 6th level spells at a +2 price. Handy in quite a few occasions, giving you an edge against spellcasters.
Everbright: It's just a gp enhancement, so it won't be much of a problem to get this. The activated ability is pretty much crappy, but immunity to acid damage and rusting effects is interesting.
Impedance: This is interesting against spellcasters, but only with a debuffer to reduce the target's skill and ability checks. Otherwise the DC is pretty much average.
Implacable: This would be great for unarmed kensai if the skill check's DC was higher. A creature striking an enemy four times in a single round will eventually deal 8 * 5 = 40 more damage. Remember that not all creatures bleed though. As an added bonus, this can mess up healing magic to an affected creature and counts as adamantine for the purpose of overcoming damage reduction to aberrations.
Manifester: Particularly useful to kensai with knowledge of psionic powers, this will give you some bonus power points to enhance your powers. Great for characters with lots of natural attacks, and it's a gp enhancement.
Morphing: Change your weapon to fit best the current situation. While it's pretty obvious with normal weapons, it's very flavorful with natural weapons, changing your fists, bites or tentacles with axes and swords.
Power Storing: As spell storing. Remember that you can have both and they require free actions to discharge.
Psychic: You can invest in this enhancement if you are going to have a power point reserve of 30 or better. It can save you some points to spent on other enhancements. Note that if you use the XPH for this ability, it's even better, as it is a gp enhancement.
Shadowstrike: It's only a gp enhancement that gives you bonus reach and your target is denied his dexterity bonus to AC for that attack. Remember that it's activated as a swift action, so you can't nova with this one.
Shattermantle: Useful if your spellcasters have low caster level and/or can't penetrate spell resistance easily. If you have a large number of attacks, this is worth it. Also it is useful if you are using the spell storing enhancement with spells that allow SR.
Sizing: This is great. The possibilities are great and it's just a gp enhancement. You can make weapons tiny to pass them from guards or enlarge shaft weapons to use them as ladders, etc. It would be interesting with natural weapons though.
Transmuting: Take it so you can penetrate damage reduction without a problem.
Vampiric: Pretty expensive for its effects, but it nets quite a few hit points. Not to mention that you can heal to maximum with a bag of tricks and subdual damage.
Vanishing: Gain a limited range dimension door some times per day. It's only a gp enhancement, so it's easy to get. It's great if you have multiple natural weapons, netting you multiple mini-dimension doors per day.
Dungeon Master's Guide II
Elemental Power: Whatever elemental you choose this is a great ability that gives you extra flavor. Large and huge are probably the best. Use it with multiple natural attacks, so that you can summon more than one elemental per day.
Surge: For a number of times equal to your charisma modifier and for a low gp price, get the ability to deal extra damage as a swift action. You can have multiple of these abilities on your weapons, but holy and unholy surge are probably the best.
Sudden Stunning: You already can have a nice charisma score, so this is useful and cheap. It also scales according to your level, making it generally more useful.
Cleric 7/8: Covers most skills and adds some divine spellcasting to your abilities.
Monk 7: Has the important class skills and by 7th level you will be able to get 5 ranks in the cross class ride skill. If you can use variables, the passive way monk gives you combat expertise as a bonus feat.
Paladin 5: All skills as class skills and full base attack bonus. Be sure to swap your mount, as it will be pretty bad. The problem is that this class suffers from MAD, and combat expertise is a problem. You can drop spells for the Holy Warrior alternative class feature from complete champion.
Hexblade 5: Full BAB, charisma related abilities, all required skills as class skills and some spells. It's quite a good way to enter kensai.
Samurai 5: This is an awful class, but has an easy way entering the prestige class. Also due to daisho proficiency, you can probably choose that as your signature weapon, effectively enhancing two different weapons.
Favored Soul 7/8: Gain some divine spellcasting and weapon focus in your deity's favored weapon. Great if you want some divine flavor for your kensai.
Ardent 7/8: Has a power point reserve which means you can use psionic focus. The bad thing is that it uses wisdom as its manifesting ability.
Natural weapons are weapons that are physically a part of a creature. A creature making a melee attack with a natural weapon is considered armed and does not provoke attacks of opportunity. Likewise, it threatens any space it can reach. Creatures do not receive additional attacks from a high base attack bonus when using natural weapons. The number of attacks a creature can make with its natural weapons depends on the type of the attack—generally, a creature can make one bite attack, one attack per claw or tentacle, one gore attack, one sting attack, or one slam attack (although Large creatures with arms or arm-like limbs can make a slam attack with each arm). Refer to the individual monster descriptions.
Unless otherwise noted, a natural weapon threatens a critical hit on a natural attack roll of 20.
When a creature has more than one natural weapon, one of them (or sometimes a pair or set of them) is the primary weapon. All the creature’s remaining natural weapons are secondary.
The primary weapon is given in the creature’s Attack entry, and the primary weapon or weapons is given first in the creature’s Full Attack entry. A creature’s primary natural weapon is its most effective natural attack, usually by virtue of the creature’s physiology, training, or innate talent with the weapon. An attack with a primary natural weapon uses the creature’s full attack bonus. Attacks with secondary natural weapons are less effective and are made with a -5 penalty on the attack roll, no matter how many there are. (Creatures with the Multiattack feat take only a -2 penalty on secondary attacks.) This penalty applies even when the creature makes a single attack with the secondary weapon as part of the attack action or as an attack of opportunity.
Natural weapons have types just as other weapons do. The most common are summarized below.
Bite: The creature attacks with its mouth, dealing piercing, slashing, and bludgeoning damage.
Claw or Talon: The creature rips with a sharp appendage, dealing piercing and slashing damage.
Gore: The creature spears the opponent with an antler, horn, or similar appendage, dealing piercing damage.
Slap or Slam: The creature batters opponents with an appendage, dealing bludgeoning damage.
Sting: The creature stabs with a stinger, dealing piercing damage. Sting attacks usually deal damage from poison in addition to hit point damage.
Tentacle: The creature flails at opponents with a powerful tentacle, dealing bludgeoning (and sometimes slashing) damage.
Unarmed Strikes and Natural Weapons
Just as a creature can add weapon attacks to a full attack made with natural weapons, so too can it combine unarmed attacks with natural weapons. Two options are available to accomplish this task. A creature can choose to treat its unarmed attacks as its primary attacks and its natural weapons as secondary attacks. (This method is normally used to add weapon attacks to a natural attack routine.) The creature must make all unarmed attacks with its primary limb, which prevents that hand from being used for a natural attack such as a claw or slam. It uses its full base attack bonus for the natural attack, gaining additional attacks as normal for a high base attack bonus, and adds its full Strength bonus on damage rolls. Of course, each of these attacks provokes an attack of opportunity if the target is unarmed (unless the creature has Improved Unarmed Strike). However, its natural weapons all become secondary attacks, taking the -5 penalty on attack rolls (or -2 with the Multiattack feat) and adding only half the monster's Strength bonus on damage rolls.
A simpler method is to treat the creature's unarmed attack as an off-hand attack. (After all, an unarmed strike is rarely as effective as a weapon attack would be, so it doesn't really merit the same level of priority in the average monster's attack array.) Instead of using its primary limb to deliver the unarmed attack, it uses a kick, head butt, or other appendage that isn't otherwise used to deliver a natural attack. The creature gains one unarmed strike, which deals damage appropriate to its size plus half its Strength bonus (since it's an off-hand attack). A creature using this method suffers a -4 penalty on all attacks (since it's effectively fighting with two weapons and its off-hand weapon is light). The damage for its natural attacks is unchanged. This method requires fewer calculations on the fly, so it's probably easier to use in play.
If you decide to go from fighter to kensai (definitely not optimal without getting diplomacy somehow) Dwarven Fighter substitution level 1 gives you "Axe Focus" which is treated as weapon focus for most axes in exchange for your first bonus feat. Also get 1d12 for HP and Knowledge (Dungeoneering).
And, are you doing a writeup on classes to enter from? If so, be sure to mention that samurai and kensai DO NOT mesh at all. It may sound from their names as if they do, but they don't. And you might want to mention it's from Complete Warrior, you'll probably do that in the first post with a short writeup of the class.