Basically what I did with this is giving Orianna a little bit more mana, and mana regeneration, a cooldown on your Flash and other summoner spells that you chose, and giving you a little bit more cooldown reduction off your abilities and Ability Power/Magic Penetration from the Offense tree.

If you want to not get so much mana regeneration, you can always max out Good Hands and put 1 in Perseverence.
If you don't want the mana/mana regen that is available in the first 2 teirs of the Utility tree then you can do what I said above and instead of maxing out Expanded Mind you can max out Awareness. Though, it will only help you level faster by a little.. I never really noticed a difference in using it.
Not a huge Flash person and would like to use Clarity to restore mana to you and allied champions, or Ghost to increased your movement speed (Even when your "W" gives some to you), maybe even use Teleport to protect a lane, get into team fights faster ? Then you can take the 1 out of Blink of an Eye and put it in any one of the other summoner spell "helpers."
(i.e Spatial Accuracy for Teleport, Haste for Ghost, Insight for Clarity)

By going into the Offense tree it is good by giving you the +0.6 Ability Power per level (if maxed out) from Archmage's Savvy, ability cooldown reduction by 3% (if maxed out) from Sorcery, and of course that 15% Magic Penetration from Archaic Knowledge!

Clockwork Windup(Passive)
[*] Gives Orianna's auto attack deal additional 5/10/15/25/30 (+0.2 per ability power) magic damage every hit.
[*] Subsequent attacks on the same target within a few seconds will add 15% more damage per hit. This bonus stacks up to three time.
[*] Sadly this doesn't work when you're attacking a turret. :/


Command: Attack
[*] Her "Q"
[*] Orianna can command her ball to fly towards target location, dealing damage to targets hit but doing reduced damage for each additional target hit.
[*] Her ball remains at that location until you go pick it up, you use your shield, or walking away from it.
[*] Damage - 60/100/140/180/220 (+0.6 per ability power)
[*] Range - 925
[*] Cost = 40/45/50/55/60 Mana
[*] Cooldown - 6/5½/5/4½/4 Seconds


Command: Dissonance
[*] Her "W"
[*] Orianna commands her ball to emit a magnetic pulse, dealing damage to units around it.
[*] Leaves a field behind for a few seconds that speeds allies up and slows enemies.
[*] Damage - 70/120/170/220/270 (+0.6 per ability power)
[*] Range - 925
[*] Cost - 70/80/80/100/110
[*] Movement Speed Modifier - 25/30/35/40/45%
[*] Cooldown - 9 Seconds


Command: Protect
[*] Her "E"
[*] Commands her ball to attach to an allied champion, which whoever possesses it gains bonus armour and magic resistance.
[*] Deals damage to enemies it passes through shielding the allied champion when it arrives.
[*] Damage when it passes through enemies - 60/90/120/150/180(+0.45 per ability power)
[*] Shield Strength - 80/120/160/200/240 (+0.6 per ability power)
[*] Bonus Armour & Magic Resist - 10/15/20/25/30
[*] Cost - 60 mana
[*] Range - 925
[*] Cooldown - 9 Seconds


Command: Shockwave
[*] Her "R"
[*] Commands her ball to emit a shockwave after a short delay, flinging affected enemies in the vicinity into the air a set distance towards, over, or away from her ball.
[*] Damage - 150/225/300 (+0.7 per ability power)
[*] Cost - 100/125/150 mana
[*] Range - 925
[*] Cooldown - 120/105/90 Seconds

[*] When you throw her ball using Command: Attack or using Command: Protect on an allied champion, the ball has a leash radius of 1125 until it returns to you.

[*]Distance is recorded by a little arrow that points to it and has colours which are either Green if you're close to it, Yellow if you're at a fair distance away from it, or Red meaning you're really far away from it and if you or the allied champion move farther away the ball will return to you.

[*] Wherever your ball goes so does your other abilities! So if your ball is circling around you or you use Command: Attack and want to use Command: Dissonance, or Command: Shockwave, or both.. They only happen around you ball! So have to be quick getting those things off since your ball is easily dodged.

[*] If you use Command: Attack and don't want to go pick it up or walk away from it so it can come back to you, you can use Command: Protect having it back at you.. Though this is generally a waste of mana if you're just doing it nothing.. But if you use this against, lets say a minion wave, and you throw it at the ranged minions, damaging the melee ones and ranged at the same time, and want the ball to come back without having to move.. You can use Command: Protect letting the ball go through the minions (If not dead) and doing damage to them. Sadly damaging them when you walk away, having the ball come back to you, is out of the question.. Riot didn't set it up like that. Oh well.

[*] Another thing that's nifty with her ball is that you can use Command: Attack to go in a bush without having to face check it.. and it giving a good area to see if anyone's in the bush. Helps with calling MIA's and potential ganks.

Early Game
If you want to play it safe then get Doran's Ring if you want to start out and get Rod of Ages then I would recommend getting Sapphire Crystal and 2 Health Potions.
After you figure out which way you want to go, you can start building Sorcerer's Shoes. After you've gotten your boots, you should get [Catalyst the Protector, then your Blasting Wand to get your Rod of Ages.

Mid Game
Sapphire Crystal > Meki Pendant > Tear of the Goddess >
Archangel's Staff by the end of the build/leveling you should have roughly 130 Ability Power (+) from this.


Late Game
Needlessly Large Rod Because you'll get more Ability Power for less of a price if you were to get something else. > Blasting Wand > Rabadon's Deathcap (Hello? A LOT more Ability Power, this is core for any Ability Power user, in my opinion) > Blasting Wand > Amplifying Tome > Void Staff. Now I tried Lich Bane and I liked it.. So if you went with the 2nd suggestion of getting the Sapphire Crystal first then I would get Lich Bane as your last item. Or if you got Doran's Ring, then you can certainly sell that and get Lich Bane because this with Rod of Ages and your Archangel's Staff Should increase the Ability Power that gets converted greater. Another item that can be helpful is Zhonya's Hourglass.



Alternative Items
Abyssal Mask for the reduction of the enemy's magic resistance if they're stacking it, addition with that and your magic penetration should be good! Will of the Ancients for the spell vamp and aura if your team is heavy ability power if not you can still get it, or Deathfire Grasp to deal lots of damage when using the active, and the cooldown reduction of your abilities. Or if you're not into that you can certainly get Morello's Evil Tome


And if you're doing really well with Orianna i.e getting kills and not dying constantly you can get a Mejai's Soulstealer and getting that all depend if you think you're ready for it. You can always get it in the middle of building yourself or whenever! Just all depends on YOU!

Marks

[*]For myself I use this with Orianna and with any damaging mage chatacter really. Magic Penetration is always nice as a damaging ability power users so you can do more damage to your enemy.
[*] More magic penetration the more reducing the enemy's magic resistance by whatever percent you have.

Seals

[*] For the mana regen so you don't run out of mana early game of course. Not my first choice seeing how I conserve my mana for the right time, though sometimes I do have some mana issues. Also you'll have Archangel's Staff which will help with your mana.



Greater Seal Of Knowledge

[*] Giving you mana, which is good for all throughout the game and if you get Archangel's Staff3% of your max mana is converted into Ability Power! (SWEET)



Greater Seal Of Vitality

[*] Just so you have a little bit more survivability in your games.

Glyphhs

[*] I use this one personally, but why not have more Ability Power since it's key to doing more damage. So why not?




[*] You know with Orianna, some cooldown reduction on her abilities is good. Considering the cooldowns on Command: Dissonance and Command: Protect are 9 seconds each.. Plus it would also help with the ultimate and other abilities of hers.

Quintessences

[*] Just because it helps you do more damage if the enemy team has some magic resist.





[*] Having more Ability Power means you do more damage ! (Herp Derp)



I realize you'll have a hard time with the glyphs/seals, but it all depends on how you want to play Orianna.

The Harasser -


to the enemy target then using > when they're close it it so they take damage and they're slowed a little. > Now if they're in the way of you and your ball then you can use since it will protect you from any damage they do and damage them all in the same process.


Trying to get away? Or want to just get to a position faster?



Using this will give you a speed buff and slow enemies that are following you that are right close behind you, or just giving you a speed buff to get somewhere faster.

The Supporter -


Yes I know, she's not technically listed as a support character, but come on.. Command: Protect ? It's a shield.. and Command: Dissonance Speed boost? I mean Morgana is listed as a support character even though the only kind of support she really has is Black Shield. As for Lux with her Prismatic Barrier Anyways..


Using on Allied Champions -
to help your team out by killing whoever is being focused > > to get people to wherever they're going faster, or to slow the enemy they're chasing so they can get the kill. If the team member that has the ball circling around them is already close to the enemy you might want to use then .

Another way you can do it if your team isn't doing so well in the team fight is
to the enemy > so they get sucked in and flung, them not being able to move for a seconds due to them being in the air. > slowing them and doing damage to them.. By this time you should've been backing to where your ball would come back to you on its own.. If they're still chasing your team you can just do the simple combo of > .

Killing Some Nublets!

> > > to be behind the enemy, letting the ball go through them and then > hitting the enemy on it's way back to you. Don't forget your ball heads straight for you, so you might have to line yourself up so the ball hits the enemy. If the enemy is near you, or you just want to chase after the enemy if you're is on cooldown use

What I recommend

- You can get away, or get right up in everyone's business, since they don't dodge you very well but they can with your ball.. You can move, the ball can't.





- Very nice if you just want to get that little bit left.. Or preventing them from healing so much...

What You Can Use

- The extra slow.. But you can always slow them with Command: Dissonance if they run through that aura it creates.





- For the chase, get away, or whatever.. Even though you have your Command: Dissonance which increases your movement speed when you're in the aura.





- Useful to some degree, you can protect a turret, port in/near a team fight and help "rape some face" (if any of your minions or turrets are close by).





- Useful only early game, because it usually doesn't do anything to you health late game.





- Very useful early game since you have to move your ball around quite frequently, burning your mana at a fast pace. (Depending on the type of person you are) But late game it doesn't do anything to your mana, almost like the same thing as Heal.

Don't Even Give These A Second Thought

- Why do you need to jungle? You shouldn't.. Probably only for the blue buff, but that's pretty much it.. So why waste?





- Troll....





- Yes, it can remove those silly spells that are slowing you.. BUT eh, just don't think you need it to be honest.





- *cough* A little bit of a waste in my opinion.. Pretty much only tanks should have this... >.>





- No, no, no, no, NO! You don't use attack damage.. You twit..





- Yeah, if you can always buy wards, or even throw your ball into a bush to check if anyone is there.. Let a support character that does nothing get this...

Pros -
[*] Good harassment for early game lane pushes.
[*] Hits pretty hard late game.
[*] Bonus damage from her auto attack.
[*] Gives herself/team a speed boost when she uses Command: Dissonance around them.
[*] Can shield herself/team mates, protecting them from any type of damage. (Including turret damage!)
[*] Can slow her enemies with [[Command: Dissonance] so they have a hard time getting her or running away.


Cons -
[*] Squishy.
[*] Ball is easily dodged.
[*] Can't tell where enemy champion is going to be thrown when you use her ultimate.
[*] Having to walk up or walk to her ball to get it again.
[*] Difficult to get use to/position.

Took out Rylai's Crystal Scepter


Added Lich Bane and Rod of Ages