Start with W, then Q. Put 1 point into E when you can to protect from ganks with the stun. Always level R>W>Q>E. His poke with rockets is amazing so get a hit with it whenever you can. Place turrets on opposite sides of the lane so an aoe attack can''t take out both at once. E reveals through the fog of war, so if someone flashes over a wall throw E then W right after. R is situational. Use it if you have to recall and keep your turrets up for farm, in team fights for the 5 rockets, or to save yourself from a gank. If you do get ganked and flash is down, don't run. You're slow as hell. Hide between your turrets to keep the damage up.
Bam. You learned everything about heimerdinger in 30 seconds.