Ok so this is my first guide, sorry for not having flashy spell names and links to descriptions. But i do very well with this build, and decided i should share it so everyone else can enjoy 2 shotting people, and getting penta kills. Enjoy :D

Pros
seeking nuke, your Q is an absolutely devastating spell
aoe stun
great farmer
super fun to play

Cons
squisky without hp or spell vamp
focused often in team fights
get called op and bs all day
recently got nerfd to the floor T.T haha

http://www.mobafire.com/league-of-legends/rune-page-planner#&rune=351:9-268:9-319:9-266:3

For runes I like to take
Magic penetration marks
Flat mana per 5 seals
Flat ability power glyph's
and flat health quints.

The magic pen, is taken for obvious reasons, all of your abilities do ap damage, and that extra penetration really helps you early game to get your necessary feed kills.
The flat mp5 seals are used because annie uses alot of mana spamming her spells, except when killing minions with her Q, and these seals help you stay in lane longer without having to blue pill for mana as often.
Flat ability power glyphs vs flat cdr, i prefer the ap because it gives your spells that little edge at low lvls, and allows you to farm easier and make your spells more deadly for those needed early game kills. But why not use cdr? well sure cdr is nice and you can use your tibbers more and you can spam abilities more, but it also causes you to burn mana even faster, and without blue buff the cdr would just be a waste in this build.
And the flat health quints. some people will say get flat ap quints you nub, and get some cdr glyphs. But i find this way to be much more efficient, with the extra hp early game, it makes it harder to kill you and its more survivablity in general, you dont have to go back as much etc.

I take standard utility masteries for annie, getting magic pen in offence. nothing special.

My first item is a dorins ring, it give good hp for more survivabilty and puts you at 25ap at lvl 1, plus it gives you some needed mp5.
now if you are dominating early game, as in the senario where you have like 3 kills or more before your first trip back i would recommend getting a mejais before your boots, but if your not doing so super epic, then just skip the mejais and get your sorc boots.
I get sorc boots for obvious reasons, like the big one being that your a mage, and use spell damage to kill people.
Next i get spell vamp, in my opinion spell vamp is more benifitial than flat hp, sure hp is nice, and it makes you more tanky but if your Q is hitting for 1300 then thats a good chunk of hp you just got back. so yes, i get my will of the ancients because it help your whole team not just yourself, and that its one of the only spell vamp items in game.
Then i get my rabadons its your bread and butter item its a must have for every mage you cant not get this item. its more or less self explanatory.
now this is the part that the build can string off, if the enemy team is ad heavy you would get ur hourglass first, and if the team is more ap heavy then you want to get the abysal septer first.
then you want to get the other item that you didnt get first, so if you got the hourglass first, then you would get the scepter next.
and after those you want to get a void staff if the enemy team is like hey that annie is raping me, i need some mr, then you can continue to rape them, and if they are stupid and not getting mr, you will just rape them even harder. its a win win item. of course you would be selling your dorins ring for the void staff, and if you got a mejais earlyier, then you would skip this part of the item build.

Most people would say oh get ur aoe first, so u can stun them rly fast, and i say yes if your team is a premade and you plan to do a team gank at lvl one then yes get your aoe first, but if your team is not this coordinated then you would get your Q first, so you can get last hits easier and it makes for good harass in lane. and of course you would max your Q first either way, and then your cone next and your shield last, taking a point in tibbers every chance you get.

For my summoner spells i use ignite and flash, ignite because it basically guarantee a kill every time its up, and flash because its a very versatile spell. it allows you to escape over walls, and get into range for your stun, or to engage, and many other things.
Now other viable spells would be,
Ghost, this is a good one if you prefer this to chase and get in range, over flash, just be sure to move the point for time spent dead to imp ghost.
Clarity is another good one, if you like to spam your abilities you can take this but i dont recommend it.
teleport is a good one too, its very usefull for jumping to a team fight, and pushing a lane, if you take this one over ghost or flash, then be sure to move the point from time spent dead to the tele cdr talent.
cleanse is ok if you notice the team has alot of cc, it may be useful but not recommended.
Fortify is a tank spell, dont worry about it.
heal is ok, but its better saved for your tank to take it.
clearvoiance is a support spell dont even think about it.
rally = lol
revive = lol

Your should always try and save your stun for team fights so you can just drop tibbers on the whole enemy team and watch half there hp to drop. plus the cc is really nice and can be a game changer.

Thank you for reading my guide, i hope you have as much success as i enjoy on a daily basis :)
plz rate and ill see you on the fields of justice.

"you wanna play too? It'll be fun." -annie