I love to play as Annie when i am the support. In the current season Annie is a viable pick as a support because the utility she brings to the team. The AoE stuns and slows (after Rylai's Crystal Scepter) will be very useful while team-fighting. You'll be able to engage and disengage depending on the situation.

Pros :$ :$ + Good poke potential + AoE stun + Great burst + Good engage/disengage

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cons :$ :$ - Not resistant to poke - No sustain for ADC - Very focused in team-fights

Penetration for auto-attacking and abilities will allow you to poke your enemies more effectively. Armor will allow you to survive more physical damage while poking your enemies. Mana regeneration will allow you to get mana faster so you can spam abilities to get an useful stun. And at last ability power so you can help your team damaging the enemy team.