The general idea with a kan wall is you run your kans in front, boyz behind, with one or two kff meks in position to cover all the kans. The kff gives the kans a 4+ cover save, the kans give your boyz a 4+ cover save (better then the 5+ they would get from the kff), working together to help shield everyone. Kff shielded kans are reasonably tough, so while it may seem that you are just putting them in an exposed position for anti-tank, its not as bad as it seems. To use the lascannon you mentioned as an example, against AV 11 it will glance/pen 5/6 times... but the cover save will negate 50% of those, dropping it to 2-3/6. Which isn't AV 11 odds, its AV 13/14. And 9 (if you are running the full set of kans) AV 13/14 equivalent vehicles will take ALOT of anti-tank to stop.
Beyond the basics above, there are also two other ways kans function.
First, running them each turn to get into close combat as fast as possible is a time honored tradition, but taking them with rokkits is also a very viable strategy, since they are one of the few accurate ranged units in our codex. Using their rokkits, particularly for transport popping so the squishy insides are assaultable when your boyz arrive instead of hiding in vehicles, can be an excellent use of their firepower. Combine that with their S10 cc attacks and you get a unit that preforms very well against vehicles in general, which is a weakness for orks.
Second, kans shield your boyz. Getting the assault with your boyz instead of being assaulted is huge. The +1 to Str on all those attacks makes a major difference and the inititive bonus is sometimes helpful as well. You kans help insure that you get this assault. By keeping them reasonably (but don't have to be base to base by any means) tightly spaced and infront of your boyz, when you start to get close your foe HAS to assault the kans, if he wants to assault at all, as the kans block the movement lines to your boyz. Which then leaves your boyz free to launch their own assault your following turn.
With reguards to the additional question:
You'll know you don't have turn 1 before you deploy. Just make sure you deploy everything with range of you KFF(s) and/or in cover on the table and/or behind something that blocks line of sight.
In terms of what to get, my priority would be boyz, nobz, and a kff mek first, as I honestly feel that those 3 units have a place and can improve any and all possible lists. From there I would look around at different ideas and see how you want to build your army. We really don't have many 'bad units' so its relatively hard to go wrong. Battlewagons, trukks, kans, and lootas would probably be my next tier of usefulness, tier 3 would be SAG meks, warbosses, warbikes, deffkoptas, burnas, deffdredds, looted wagons, warbuggies, and meganobz. Like I said, not many useless units. And even the units that didn't make the top tiers all have their uses and can be effective (except, in my opinion, some of the named HQs and big gunz with zzapp guns which I feel are just too many point for what they are and so shouldn't be taken).