Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
This is my build for Annie, the Dark Child. It almost always goes over 10 kills with 3 or less deaths and a ton of assists if you play it right. Because you'll be doing so good, if you finish the item build (I usually do) sell the Doran's Ring go for some straight up ability power (Blasting Wand or Needlessly Large Rod if you can afford it). Feel free to change out the Banshee's Veil for an Abyssal Scepter if they're mostly squishy.
This Annie works well either mid or laning with another champion. If you have a jungler you can even take a 2v1 lane and do pretty well. Make sure you use Disintegrate to last hit as many minions as possible. I take one rank of the Molten Shield early to charge her stun, and it can also kill really low health minions. Max Incinerate first for awesome farming--if you have a little AP you can one hit the caster minions with it. Remember that Annie is great for team fights--wait until they're a little down in health then drop a Tibbers stun right in the middle of them and let your teammates clean it up. Try to get a kill or two for yourself, too.
Always go for the Blue Golem buff for the cooldown reduction if possible. You can get Tibbers to tank it for you if he's already summoned, and then the buff means that you'll have him ready to nuke again in no time at all.