Orianna is a very interesting character to play. She requires precise management of her ball to be played effectively. I would recommend using her in Co-op vs AI games before taking her into normals or Ranked. Orianna is a very powerful character in teamfights. All of her damage and CC is AoE, and she can activate all of it during her tank's initiation by shielding him with her E.

Yes, no boots. Why? Because buying a sixth item is just plain more fun!

Pros:
Higher AD/AP/Armor/Magic Resist
Total Build Freedom!
Boots don't matter unless you're chasing!

Cons:
Less chasing ability.

Orianna can build two different ways. I prefer to build her with a little oomph in her auto-attacks.

If you're going to buy Athene's, do not buy Archangel's.
If you are going to buy Liandry's, I would suggest Rylai's, as it doubles the damage of Liandry's.