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This a a simple build how i play annie.

To all lovers of annie this is sure the best build i found to pwn everyone...

PROS:

> great nuker

> High AoE dmg

> with combo from lvl 6++ you can normally 1 hit down anyone who is not very tanky

> with my items sequence bye bye squishy :D

> great animations : " you smell like burning ahahahah :P "

CONS:

> squishy early game

> very targeted because of high AOE dmg

> annoying when you are doing a great job and others just say Annie it´s OP omg xD

i Choose the Runes i use for every AP charapther i find them very usefull and well i never had problem with them,

magic penetration - more dmg to tankers but great too vs low mag resist champs.

mana regeneration - always usefull even so you can fail the last it on minions sometimes.

cooldown reduction - very usefull to faster recharge of your skills ( all of them ).

Ability Power( early game) - very good in the begginning cause it gives almost +15 AP at lvl 1.

Well simply i always use those masterys so i dont have much to talk about it you can use others if you prefer changing one or two is not such a big diference but i really prefer this way...

Start out with doran´s ring cause it´s very usefull hp + ap + mana rengeneration.
Then if you kill one or 2 ppl you can buy catalyst protector cause it´s very good, good mana for more combo and good health also helps after you kill someone.
Go for sorcerer´s shoes to have some penetration or even 1st if you got many kills and easy opponentsmejai´s soulstealer to start stacking(if you dont get stacks and you die 2 much maybe you should try to build a Abyssal Scepter or a Banshee´s veil depending of your opponnent).
Rod of Ages will be a continue of your catalyst the protector + extra ap and rylai´s scepter will give slow to all enemies you hit if they try to run you just pwn them + extra AP has all your items gave till now :P (if you are experience and you think you better have more dmg instead of buying crystal scepter go 1st for rabadon´s deathcap and then go for rylai´s...)
rabadon´s deathcap will be your last important item of build if you get it of course you are already pwning all and also the passive of deathcap +30% ap will boost your ap even more than the 155 ap it already gives, so then they can say wtf noob team feeded :P.
Void Staff not for the extra AP just if your opponnet has magical resist is very usefull not only tankers belive me, some time squishies buy magical resist vs me :D OR
you can go for Zhonya´s Hourglass to get higher defense and also it´s active to be immune for 2 seconds it´s very usefull when your are being targeted

your combo before ultimate should be:

1st Disintegrate ( use your passive to turn it into stunner )
2nd Incinerate ( make sure you get clost to hit it well )

when you have your ultimate at lvl 6 and after molten shield:

1st use your Summon: Tibbers ( stun your opponnent + massive dmg )
2nd Disintegrate ( use it before Incinerate cause it has low cooldown )
3rd Incinerate ( give massive dmg )
4th molten shield ( to be sure you dont die )
5th ignite ( if your opponnent is running with low hp )

ingite and flash will be a good help with flash you can run from ganks or flash fast to stun your opponnent without getting him to run before you get clost to it.

you can also use clarity if you always go low on mana or maybe exausth to versus melee opponnents...

some people think that ghost is also a good spell, in my oppinion it´s not so good because you alreayd got flash that is better than ghost but well if you like more of course you can use ghost.

this is a good way how to do it:

Early Game:

try to go to the mid cause it´s all about annie to farm alone to get your ulti fast and easly kill your opponnent. Try to last hit minions with your 1st skillDisintigrate cause if you last hit minions you dot lose mana and you start preparing your stun.
If your opponnet is a noob try to double hit him when ever you have stun like Disintegrate to stun + Incinerate to give a bunch of dmg, do it some times and when you see you can combo to knock him out be sure you end with your ignite to ensure the kill.The items you
should get if you catch your opponnet till 6 2 times or 3 are catalyst the protector and sorcerer´s shoes or if your opponnets dont even gank you in mid to try to supress your killing spree just buy mejai´s instead of catalyst to start stacking even earlier.

Mid Game:

At mid game if your opponnet still has the tower dont push it 2 hard it´s better to let him stay with the tower and when you kill him dont go to destroy it just go help the sides if needed cause you already are winning mid and you dont win game just cause you end your mid tower 1st. The item now is Rod of Ages, it´s very imporant and you´ll see because instead of gain hp and mana leveling after killing opponnet or whatever whenever you kill one you will have enough hp and mana to pwn other even if you dont lvl up ^^, start getting giant belt or more AP depeding of opponnets ganking at the time.

Late Game:

Well if you play it good you should have 14++ stacks and now it´s important to kill and never but never die! thats why you need rylai´s to slow them down whenver you hit them with a skill and the active of zhonya is so usefull when you have cooldowns or wating for your team to arrive fast and of course the AP the 2 items give is outstanding to your dmg. Void staff is just when you are overfeeded and you want to hit harder on tankers that 40% mag pen is very usefull. Dont forget in team fights you should never go 1st wait far from your team and when team fight engage strike into the mid of it with your ultimate stunning all or even 1st flashing to the mid but please always be sure you have your stun ready it´s very important to team fights DONT EVER FORGET IT!

Hope i could help and try it out really good i know the items are very similiar to other builds you see but i find this way to buy like catalyst the protector in 2nd and so on very good for my little annie ^^