I did the following to get it working:
1. Added reference path to my js file, at the very top (no white space):
/// <reference path="jquery.min.js" />
/// <reference path="kendo.all.min.js" />
2. Moved js files into \scripts folder (from the \kendo\js folders - as I couldn't get it working with different paths in the <reference path markup above) - thanks Travis
3. For some reason I had to also rename kendo.all-vsdoc.js to kendo.all.min-vsdoc.js as before that I was only getting intellisense for the ui library, not data, mobile, etc.