Well this is my first build, this is how i play annie and it goes very well, the rest is your skill with her ;) Comment b4 pos / neg!

Pros:
-heavy nuker
-stun
-fun to play

Cons:
-Squishy early game
-easily targeted

AP Runes - Gives a nice start and a little boost.

MPen Runes - More powerful spells.

CDR Runes - Abilities refreshes quicker? Yes please!

Quintessence AP - Gives a nice boost through the game.

You can take other runes of your choice like more CDR or MPen but i think this works quite fine ;)

Offense for the 15% magic penetration and som AP and some ability cooldown, always nice.

Utility for mana reg, mana, and cooldowns for abilitys and summoner spells.

Okey let's see, i begin with Doran's Ring because it gives me 100hp for some survivability in the beginning + ap and MP / 5 sec.

Sorcerer's Shoes because of the Magic penetration wich i think is awesome! I sometimes take Ionian boots of lucidity if i feel for some CDR

Rod of Ages for AP, Mana and HP - I like this one because it gives me survivability and mana plus the needed AP.

Rylai's Crystal Scepter - more survivability (with this and Rod of ages = around 2.8k hp) which i find very good with Annie because i can be chased half the map but in the end i will be the one that survives.

Rabadon's Deathcap - monsterous with ap! Me like!

Archangel's Staff - more AP and mana

Void Staff - For the extra delicious Magic Penetration and some AP

In the end i have around 500-700AP

I like to start off with Disintegrate because of the mana you get back for killing blows then with second spell (W) and back to the first (Q) until i reach lvl 5 then i chose the shield for some dmg reduction. I think it works pretty well =)

You can choose this however you want tho :P

Flash - For an escape route wich is always good

Clarity - I love to have this one in the beginning so that i can stay a bit longer and it is always helpful Early,-mid or late game :)

Sometimes i switch Clarity with ignite to use in a combo or for a certain kill.

(combo - passive-ult-q-w-ignite)

Well im used to mid with Annie so i will give some advice on that :)

Start of with Doran's Ring and skill Disintegrate, go mid and last shot all the minions you can and ofc Harass! a lot!

The trick with annie is to use her passive as much as possible!

To be ready for gank i like to just have the passive ready at all times when laning mid.

at level 6 and i want to gank i get my passive up and use it with the ulti then Q - W like this : Passive + Ult - Q - W. If the enemy isnt dead spam Q and W they refresh quite quick or if you chose ignite insted of Clarity.

Annies passive can be the difference of winning an teamfight.

For an exampel, a teamfight starts and you are on your way, your team is at an disadvantage so put up your passive and down with you ult on so many of you enemies you can (W if ult is on CD) they are all stunned and your team has 2 seconds to gain the advandtage wich mostly works as long as their not fed as hell.

Or just stun an enemy for you comrade so that he can fininsh him or something like that.