This is my build for harrasing and farming.Great at later game burst. The aggressive annie build can work extremly well if you play it right.(ill have a video displaying this build) Basically your plan is to build your ability power so you do more damage since you are a caster.
Annie Stats
Damage 48 (+2.625 / per level)
Health 348 (+76 / per level)
Mana 250 (+50 / per level)
Move Speed 310
Armor 8.5 (+4 / per level)
Spell Block 30 (+0 / per level)
Health Regen 0.9 (+0.11 / per level)
Mana Regen 1.38 (+0.12 / per level)
Annie tips:
1.Storing a stun for use with her ultimate can turn the tide of a team fight.
2.Striking killing blows on minions with Disintegrate enables Annie to farm extremely well early in the game
Annie skills:
Disintegrate - Annie hurls a mana-infused fireball, dealing damage and refunding the mana cost if it destroys the target.
Annie flings a mana-infused fireball dealing 90/130/170/210/250 (+0.75) magic damage. Disintegrate's mana cost is refunded if it deals a killing blow.

Cost
60/70/80/90/100 Mana
Range
625

Incinerate - Annie casts a blazing cone of fire, dealing damage to all targets in the area.
Annie casts a cone of fire dealing 85/135/185/235/285 (+0.8) magic damage to all enemy targets in the area.

Cost
80/95/110/125/140 Mana
Range
625

Molten Shield - Shields Annie from harm, reducing damage she takes and returning damage from basic attacks.
Places a shield around Annie for 15/15/15/15/15 seconds, increasing her Armor and Magic Resist by 10/20/30/40/50. Deals 20/30/40/50/60 (+0.2) magic damage to enemies who attack Annie with basic attacks.

Cost
25/25/25/25/25 Mana
Range

Summon: Tibbers - Annie wills her bear Tibbers to life, dealing damage to units in the area. Tibbers can attack and also burns enemies that stand near him.
Deals 200/325/450 (+0.8) magic damage to units in the target area and summons Annie's bear, Tibbers, to destroy her enemies.

Tibbers lasts 45 seconds and continually deals 35 (+) magic damage to surrounding enemies. In Addition, Tibbers gains additional Health, Armor, Magic Resist, and Attack Damage for each rank.

Cost
125/175/225 Mana
Range
600

Pyromania - After casting 5 spells, Annie's next spell will stun the target for 1.75 seconds.

the masteries i have displayed are the ones i use. it works well enough that i dont get harrassed and i can still dish out damage. if u wanna use your own masteries then build up your defense and offfense for maxiamum damage.

Your gonna wanna start off with dorans ring, then build sorcerers shoes.Starting with these items will help your speed magic resit and heath with the dorans ring.Next you build hauntung guise, this ensures more AP,+200 Health UNIQUE Passive: +20 Magic Penetration.Next build Rabadon's Deathcap the +155 Ability Power and Passive(Increases Ability Power by 30%) are a staple in any casters item list. Then go for Banshee's Veil the +375 Health and +375 Mana plus the 50 Magic Resist ensure u can still be a supportive champ while still being aggressive. With the Passive you can Block one enemy spell every 45 seconds which comes in handy. Now build Void Staff with a +70 Ability Power this basically pushes you just under OP with your AP and its Passive gives you another 40% Magic Penetration. To finish sell Dorans ring and swap it for Rylai's Crystal Scepter
with its +500 Health and +80 Ability Power it is the perfect finisher item to let you dish out damage and still survive and the Passive: Dealing spell damage slows the target's Movement Speed by 35% for 1.5 seconds (15% for multi-target and damage-over-time spells).

Basically your gonna start with your W (incinerate-Annie casts a blazing cone of fire, dealing damage to all targets in the area.
Annie casts a cone of fire dealing 85/135/185/235/285 (+0.8) magic damage to all enemy targets in the area.) then get your Q (Disintegrate- Annie hurls a mana-infused fireball, dealing damage and refunding the mana cost if it destroys the target.
Annie flings a mana-infused fireball dealing 90/130/170/210/250 (+0.75) magic damage. Disintegrate's mana cost is refunded if it deals a killing blow.) and alternate between the two getting your ultimate(Summon: Tibbers - Annie wills her bear Tibbers to life, dealing damage to units in the area. Tibbers can attack and also burns enemies that stand near him.
Deals 200/325/450 (+0.8) magic damage to units in the target area and summons Annie's bear, Tibbers, to destroy her enemies) when u can then finish off getting your E(Molten Shield- Shields Annie from harm, reducing damage she takes and returning damage from basic attacks.
Places a shield around Annie for 15/15/15/15/15 seconds, increasing her Armor and Magic Resist by 10/20/30/40/50. Deals 20/30/40/50/60 (+0.2) magic damage to enemies who attack Annie with basic attacks.)

The spells your gonna wanna get are Heal and Ghost:

HEAL: You want this spell because if your in a tight spot and low on health use this to finish a job or to hold out till your team comes

GHOST: You want this to get outta hose tight spots u use heal for

The runes here are going to help you dish out more damage and still be able to not have to back all the time to gt more mana.

- 9 Greater Mark of Intellect +5.91 mana
- 6 Greater Mark of Insight +0.95 magic penetration
- 6 Greater Seal of Regeneration +0.11 health regen / 5 sec. per level (+1.98 at champion level 18)
- 6 Greater Glyph of Knowledge +1.42 mana per level (+25.56 at champion level 18)
- 3 Greater Quintessence of Shielding +0.37 magic resist per level (+6.66 at champion level 18)

Remember the aggressive annie build can work extremly well if you play it right.Your plan is to build your ability power so you do more damage since you are a caster.And this build works best later game.