Well Annie is my best Champion and I love my build so much that I just want to present it to you :)
hf and dont forget to adapt the build to ure enemys!

Favorite Spell

Ignite: I just love this spell in early game :) just stun with your Q get ure W , ignite and go Q again... with that AP and magic penetration you can make the enemy go recall or even kill him...

Flash: In my opinion Flash is the best Spell in this game because you can use it in an offensive way (care! dont be silly!) or in a defensive way to get away from youre enemy really fast....

Ghost: Also a good and liked possibity to get where you want quite fast but I prefer Flash :)

This is your main rotation when killing your opponent. When you hit 6 and your opponent has 3/4 of his HP maybe less, kill him with this combo: Charge up Pyromania and fire Disintegrate on them. Then Incinerate, Summon: Tibbers and Ignite. If they aren't dead your Disintegrate is off cooldown, and you fire it again. They should be dead now. Hopefully :)

Many opponents are aware of your stun, and especially when you hit 6. Try get 4 stacks of Pyromania go fo them, when you are in range pop Molten Shield and do the combo above.
Alot of ppl tends to initiate with Summon: Tibbers. This is wrong. Summon: Tibbers is a skillshot, and you can miss with him, or they flash away. But Disintegrate is a lock-on so stun is guaranteed!

I start with Doran's Ring because i like having that bit of life and that bit of bonus ap in early game. It prefiggures the tanky Ap build I actually aim for.
After getting ure Boots of Speed you have to decide if you prefer going for youre Scorcerer's Boots first or get some early AP through Blasting Wand.
I'll just condense now because i don't think anyone of you is stupid :P :
just adapt youre build to your enemys! You have to decide if its better going for mage res now or even take some more dmg through Needlessly large rod ore just go for an early Rod of Ages

Early:

lvl:1-3:Don't try too hard to poke, you don't have the mana. Simply use disintegrate to last hit creeps and build up a stun.
lvl:4-5:Here is where you want to start waring down there hp to about 1/2. You really want to get a combo of stunning with disintegrate and follow immediately with incinerate as you are still farming.
lvl:6-7:As soon as you hit lvl 6 you should get a nice kill (see my description of Tibbers in the abilities section). Continue using this combo as you farm and if all goes well, you should have your tower down.

Mid:
lvl:8-12:This is a little bit of a lose section but, people will start leaving there lane and roaming in groups. You want to help push the lanes and take down the 1st set of towers in each lane (don't push in solo or in small groups past the 1st tower unless you know where most of the other team is, you will get ganked )

End (Team Fights):

lvl:13-15: At this point you really want to stay in the group and start pushing single lanes as a team.

16-18: This is where you want to push as a team, and have complete control over Barron (and hopefully but red and blue buffs). Continue with the same strategy and always stay with the group. Unless you are supper fed, you should NOT try to back door. You should not try and solo gank (it's probably a trap).Just stay in the pack and drop that awesome Tibbers on the some poor fool and send them back to the graveyard =)

I know it's not such a long guide but all has been said now... I'm sorry if my english is not perfect :)
gl&hf

p.s.: if you want add me ingame (TheCheaterPro)