This is a build I made after playing more than 200 games with Annie
After figuring out this build I noticed my win rate with Annie turned to something like 90%
So, be happy Im sharing this with you. Here we go:

1. GO MID. (Serious. Nothing else to say)

2. Its kinda hard at the beginning, I know, but try last hitting all the minions. It will also avoid overextending.

3. Try a harass at level 3. If you can do it successfully (without taking too much damage) keep JUST HARASSING. If you can't, just wait until level 6.

4. DON'T BE AFRAID TO DUMP YOUR SPELLS ON MINION WAVES JUST TO REACH YOUR STUN!
4.1. Also, always use Molten Shield to reach your stun.

5. After reaching Level 6 get your stun ready and try to use Tibbers extended range to hit your enemy. Stunned? Well, unleash your full combo (use ignite too) and get your first kill!
5.1. ALWAYS, IF NEEDED, SPECIALLY AT EARLY GAME, USE YOUR FLASH TO GET IN RANGE, STUN, AND GET ANOTHER KILL.

6. After killing your enemy like 2 or 3 times and possibly taking mid turrent START TO GANK. Gaking is very easy with Annie. Only make sure your stun is up and cal your best friend Tibbers.

7. Every time you b BUY 1 OR 2 HEALTH POTIONS! Don't forget to use it!

The thing about this build is that after you come back to mid with 1(2) kill(s), 2 tomes and possibly full boots (depending on your creeping) you should already be unstoppable in any lane.

Being unstoppable and properly knowing how and when to gank will grant you the possibility to rush your magic penetration + cooldown reduction + survivability stuff, which gives you the power to annihilate anyone in game, even tanks.

With this build you will become a spell-machine-gun-tank-slayer child. In other words, IT WILL GRANT YOU AND YOUR TEAM THE VICTORY.

HOPE YOU ENJOY IT! THANKS FOR THE ATTENTION AND GOOD LUCK.