This is my preferred build. Using this build i get 1st/2nd place almost every time, and have long killing sprees. This is the way i play Annie dominion, if you like the build comment/vote, if you don't like it, try to change it a bit, to fit your playstyle.

In Pre-game:
-I call for bottom (as i would just slow top, except if i have ghost, and another teammate wants bottom).
-My starting item is: 'Hextech Revolver' (it gives nice spell revamp, and AP).
-Spend the pre-game waiting time, throwing Incinerate's, until her passive is active.
-I put 2 points in Disintegrate (for burst dmg), and 1 point in Incinerate, to get early stun.
-I go back to buy, whenever i feel the itching in my pocket.

Rest of the Game:
- play aggressive, but remember your a squishie, so don't get carried away.. by a carry :P
- stack Disintegrate & Incinerate for burst dmg. Level shield last, or when necessary.

Additional notes:
- Have you seen my bear Tibbers?

- Corrected some grammar mistakes, like where i had written Incinerate instead of Ignite, under the summoner spell chapter.
- CC is short for crowd control.
- LOM/OOM is low on mana/out of mana.
- Added information in introduktion, masteries, and summoner spells.
- Set Ghost as a situational spell.

The Mastery build is 22-0-8.
In Utility i changed the 1 point in Good Hands, to Improved Recall, as 'time spend dead' depends on 'respawn windows', and 1 second less in recall, means you can now get /b even faster.
I still put points into Swiftness, and not Meditation, Annie already have enough mana regen, and could use that little extra movement speed.
Annie doesn't need points in defense, as in her case, the best defense is a good offense. Meaning she's only vulnerable when CC'd, outnumbered, and LOM/OOM.

The runes that i have chosen for Annie are:

Greater Mark of Insight ~ magic penetration, makes Annies burst dmg melt tanky champions.
Greater Seal of Clarity ~ mana regeneration, makes her able to stay longer & harass more.
Greater Glyph of Shielding ~ magic resist, gives Annie a defense against other magic users.
Greater Quintessence of Potency ~ Abillity power, a little extra won't harm anyone, Teehee =3

Alternate Rune build:
AP Marks ~ You will get higher AP and can kill a squishie in a blink of an eye, but you will have less offensive potential against the 'heavy armoured'.

Cooldown Seals ~ You will be able to cast your spells more often, but your mana will dry out faster, which is why i prefer mana regen.

In Glyphs you could go Cooldown or AP, if you dont think you need magic resist.

Quints should stay AP, that is the most preferred.

Preferred Spells:

Exhaust reduces the targets magic resist and armor while slowing. Its the perfect 'get-away' spell or to catch up when chasing someone, and it is deadly when used under a friendly tower.
Annie can use exhaust because it weakens the target, which makes 'The Tibbers Hit' hurt ALOT.
EXAMPLE OF USE: 1v2, chased to friendly tower, stun both with Incinerate, Tibber them, Desintegrate for 1 kill, exhaust and incinerate for 2 kills.

Ignite, gives that final dmg for the kill, and can turn the tides in a 1v1, the AP it gives you while on CD is useful too, atleast in early game.

Other preferred alternatives:

Flash, if your almost dead, it can almost save you every time, it can also be used to take an opponent by surprise, but i would rather use tibbers while hiding in a brush, than flash out in the open, to do so.

Situational alternatives:

Cleanse
If the opposing team is packing alot of CC, this spell is excellent to have with you. To get you out of that nasty stun.

Ghost, if you are going top, you should have ghost, else your teammates will be dead when you get there. its also good for chase, and 'get-away', when the opponent moves fast.

Pros:
- High Burst Damage.
- Fast Spell Cast.
- She has Tibbers.

Cons:
- Low HP/Defense.
- Not Fast Movement.
- She's a little girl.