First of all, you're going to want your Amplifying Tome. This will give you a nice little AP boost to start off the game. If you want, a health potion could also be bought. Seeing as you will probably be soloing, having a health potion will expand the time you have before you go back. A trick to Annie is playing conservative. Always use your stun on enemy champions, not minions, and DO NOT waste mana on minion waves (until level 15+). Another trick to playing Annie is to constantly remember to use Molten Shield. This will give you your much needed extra armor and attack as a squishy. If you save your stun for Tibbers, you can end up getting a double, triple, or sometimes even a quadrakill (depending on how good of a Summoner you are).

I will be posting more as I play with this build.