~ Rod of Ages for the Catalyst the protector passive for some sustain for that regen per level. Also it gives an extra 180 hp 200 mana and 20 AP after 10 minutes of having it.
~With the Rod of Ages built, go for more damage output. Grab that Rabadon's Deathcap.
~After, some more CC and HP wouldn't hurt, pick up that Giant's Belt and complete that Rylai's Crystal Scepter
~Now the situational items... Pick up a Void Staff if they are dealing close to no damage to you and have some heavy MR. If they have decent MR and some AP Carries dealing damage, pick up an Abyssal Mask <-(never a bad idea since it's an aura item it'll help your team too.)... Zhonya's Hourglass is very good for strong AD teams so pick one up if you feel necessary. And if you're making your Mammas proud and carrying the shish out of your team while they are ding some Magic and Physical damage to you get a Gaurdian angel.

~ Orianna has AMAZING utility. With that being said, great utility has great tricks, these tricks take time and will make or break your team. Everything is about timing with her. More you play her, more you know her.
~Use your E when you get ignited, poisoned, step on a Teemo shroom, etc. You can also use your E on others and use it to kill minions between you and the ball.
~Since you are leashing, You can use your ball as a ward by moving it into bushes. Great for seeing an invade happen...
~Use your E>W to shield and speed up friendlies to get to objectives faster or get away. NOTE: Your W slows enemies and increases friendly movement speed.
~Use your Ult wisely but don't be afraid to use it, it has a fairly low CD, try t get 3+ enemy champions together before using it. You can also knock people out of their skills, ie: if Katarina is you, you can move your ball to her and ult her out of her ult.
~Combos- For a 1v1 poke them down with a quick Q>W, if they try to exchange, cast your E. When you think they're low enough go Q>R>W or if you need a little more umf, go Q>W>E>Q>R>W.