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.
As always, no "build" should ever be concrete as every champ, carries included, should build some sort of survivability. The reason I start with Morello's Evil Tome is it gives a caster everything they need quickly. Mp5, CDR, and a decent amount of AP. This with masteries gives you 29% CDR and if you get the runes it's 37%ish. The rest of the build is standard AP carry. Rabadon's Deathcap for great AP scaling. Mpen boots for well, magic pen. Zhonya's Hourglass for even more AP, armor, and an O'**** button. Banshe's Veil for survivability and you can build whatever as your last item as it will vary depending on the game. Odds are, you won't even get to it. Possible items would be something to maybe take advantage of your passive. In the end game, you should have an extra 100dmg added to your auto attacks. A lich Bane might be good, give you that extra burst.
Orianna is a bit different to play. As I'm sure you've noticed, all abilities are centered around her ball, and she can't get too far from her ball before it comes back to her. This can be a great tool for harassing an enemy, shutting down a part of the lane, or applying to an ally for support.
A lot of people have been saying she is UP. I, with this build, have lots of use with Orianna and have been complimented many times on how well I do with her. If successful early game, you can carry the mid game quite well and still be very usefull late game.
I use mp5, Mpen, and Mresist runes. I also use Mp5 quints as I like never running out of mana. The magic resist can be traded for CDR (cool down reduction) if you like, but I prefer the extra survivability.
Orianna can be a good burst champ, but it is imperative that you keep track of where your ball is at. You need to use it offensively as well as defensively. Your are, afterall, a support champion. Remember, remember, rember that your ball can used as a shield, slow, haste, or crowd control. Always keep an eye on the fight and try to use your ult on two or three people.
Passive Admittedly, I haven't tried to abuse her passive. It seems her move set is better used for aoe damage than for building as a single target dps champ. It might be fun to do an atk speed/ap hybrid build.
Damage Potential Orianna's damage potential is pretty good. She is by no means, a pure support. Command: attack can hit for around 500 at 500ap. Command: Disosonance can hit for around 500 as well. Command: Protect will also hit for around 400 and your Ultimate can hit for around 600+. If you land all of those spells, given they are all AOE potential, dish out 1500+ dmg to two or three people within a couple of seconds. Also providing a good 300+ shield on someone. That is nothing to scoff at!
Command Attack This move is your bread and butter. Not only does it control your ball for the most part, if does great damage and has a low cool down. At level 5 with around 30% CDR, you should be at around 2 seconds I beleive. This, after Rabbadon's Deathcap should be hitting for around 400ish. Popping Command: Dissonance right after is usually another 400ish.
Your ultimate Your ultimate is a great and I mean great asset to your team. It does good damage and disrupts however many people are in area of effect. It can force someone to overextend giving your team the chance to kill said champion. Now, when you want to use the ult to displace someone, you must remember that the direction is always TOWARD your ball. So if you want to pull them to you, you must let them run past your ball so it will fling them back to you. Otherwise, you will be pushing them even farther forward. It's also a good habit of using your command dissonance right after your ult.
Team Fights In team fights, you should be getting ghiddy to use your ultimate on at least three people (depending on how the fight goes). So you should go, command: attack to the proper location, ult, command: dissonance and then shield someone. As a relatively squishy ap/support, you should keep the mindset of a lux. Stay back and do damage. Don't go running into the fray as you can be killed quickly.
Survivability You have a good set of moves to help you survive. Your main weakness is burst damage as you have nothing to negate it and you have no built in "flash" moves either. You are good at running, however. Command: dissonance is a great utility move. It haste you and slows your opponent at the same time! Then you still have your shield and while running you can keep using your Command: attack behind you to do some harassment. A little trick for running, use Command attack and right as they pass it use command protect so they get hit twice. By the time your ball gets back to you, you can probably use command attack again. This will widdle them down quite quickly.
Things to watch for People underestimate the damage potential of an ap Orianna. They also forget to keep an eye on your ball as it will sit there looking innocent and then BOOM, you ult them and pop dissonance for 600+ burst, flash in, ignite and that's usually GG.