Hello, and welcome to my first build guide!
I secondly main Orianna, and my main is Teemo. I've heard the rumor that AP champs take more skill to play than AD, but that isn't necessarily the case. All champs require skill to be good with, but Orianna is definitely a difficult champ at first.
When I tried her out prior to buying her, I noticed that I get a lot more assists than kills. With this issue, I decided to create my own build, make her a little more AP heavy, and give her the ability to take more damage as well. Although she isn't as squishy as Jinx or Teemo early game, she could definitely use the upper hand.
Overall, she is an amazing champ, and if built the right away, can run away with the game quite early.

Marks of Magic Pen.
These are very helpful in avoiding being shut down early by opposing champs who may build against you.
Seals of Mana Regeneration
Orianna is extremely MANA RELIANT in all of her abilities. By mid game, you will realize just how short her cooldowns become. To truly utilize these, make sure you have the MANA to do so.
Glyphs of Ability Power
This allows for an early game of AP output, which generally gives you an upper hand over those who can't build against you yet.
Quints of Magic Penetration, Ability Power, and Scaling Ability Power
These quints compliment the other runes nicely. Magic penetration is important in keeping ahead of those building against you. AP helps keep an early game of magic damage, and scaling gives you more to work with through each level.

My biggest issue with Orianna is that people utilize her as support very frequently. This happened to me a lot when I'd choose to PROTECT an ally instead of attacking the enemy they were going after. This gives me a lot of assists, but not nearly enough kills. However, if I PROTECT an ally, and have the ability to deal enough damage using DISSONANCE when my ally was close enough, the kill could very easily be mine. Your ball still deals damage using this ability even if it is attached to another champ.

So, for the masteries, I made Orianna very AP heavy to allow for a better magic damage output. I also increased her armor and magic resist in the defense panel. Now, many people who make Orianna guides build into her Utility panel as well. I see where the mana regens and movement speed would come in handy, but I stopped at increasing potion durations and decreasing summoner spell cooldowns. Cooldown reduction on Clarity allows me to keep a steady mana usage throughout the game.

I cannot stress enough how heavily reliant Orianna is on her mana income. Her abilities, if used correctly, and sequently kill someone before they even have an idea of what to do as a counter.

By following the notes in the build guide, you can easily build yourself up while keeping opposing champs at bay, and them hitting the in the face repeatedly with your ball!

Having protect in the beginning of the game makes for good protection in jungle ganks. Afterward, leveling each ability equally will allow for a well balanced Orianna.

Clarity will ultimately be your best friend for most or all of the game with Orianna, for it allows you a nice kick in the butt when you're low and need mana the most for sticky situations.

Flash, regardless of Orianna's increased speed out of combat with Boots of Mobility, will allow you to get away from a gank much safer. Just avoid those grabs!

Orianna is wonderful. She's fast, has great range on her basic attacks, and her ball is her knight and shining armor in ganks. Don't forget that she needs manas to sustain, so don't skip the Chalice of Harmony in your build! I originally shoved it away to get more AP in my build, but soon realized how limited I am in ability output when I don't have the mana to back it up.
After playing as her enough, you develop your own sequence of skills. I personally like tossing my ball past an enemy champ, pulling it back to Protect me, and blasting them when they get close. Utilizing all of these abilities is a great way to win your 1v1s, no matter who you go against. Just time your Protect for when you need it most, and flash if things get too sticky!

Thanks for reading, and hopefully there'll be more to come!