I like to play agressive as Annie, so, until level 6, I up Q whenever I can. When I can't up Q, I up W. Immediately after up R, I up E because it give the "surprise element". After level 7, up the abilities by the order Q-W-E(And sure don't forget to up R).

Ferocity tree:
-You need Vampirism because it give to you Spell Vamp and you, as Annie, spam the abilities.
-Bounty Hunter or DES or Battle Trance. YOU DECIDE!!!
Cunning tree:
-I think the new Annie(after Mages update) need more cooldown, so I advise Intelligence.

Normal runes. Magic Penetration, AP, MR and Armor. You can use this runes for all the mages, AP Assassins(like Akali), and AP Tanks(like Maokai).
It's not necessary to buy one more rune page for Annie, use the rune page for AP.

Pros:
-Too much damage;
-The burst is REAL;
-The snow ball and carry is REAL;
-The easy Combo damage;
-Easy to learn and play.
Cons:
-The mobility;
-Squishy when you do the "One Shot" Build;
-Not the better choice against Tank Team;
-Predictable stun and combo.

-Before having R, try not to 1vs1. Yes you'are strong, but you don't have the burst that your R give to you.
-When you reach 3 stacks as Annie, press E and immediately after press R to surprise the enemie.
-Pick Annie against squishy teams and GG;
-Try not to pick Annie against to tanky teams;
-Annie's late game isn't the best, so try your best at the middle game.
-Farm last hit with Q. It does a lot of damage and you don't lose mana.

Assassins:
At Patch notes 6.22, assassins turned stronger, so you have to do some tank build, to not get one shoted by them!

Don't forgot the like and report some mistake to support me! Thank you!!!