Your Win Condition
This is one of the most unplayable matchups; the best recommendation is to Dodge. If you see an opening to E-Flash him, take it.
General Strategy
Heimerdinger is so difficult because he sets up a perimeter of turrets, giving him constant high priority to roam. Run TP, Doran's Shield, and Second Wind to survive the laning phase.
Trading Patterns
If Heimerdinger ever tries to trade with you, always trade back. You want to force him into a position where he trades, even if he has the advantage. Getting Heimerdinger into a position to E-Flash is extremely difficult, but if the opening appears, stick the opening.
Wave Management
Their Win Condition
Heimerdinger wins by chunking you for 40% of your HP early game with his turrets and poke. He maintains higher priority for roaming.

