Hi! ^^ (My first Build!)
I play Orianna as a Support Champion.

She shine when laning with a Melee DPS. She can force enemies to stay back harassing them using the ball's high range, so the laning partner can last hit more easily. When an enemy has low HP, Protect (E) and Dissonance (W) provide everything your teammate needs to ensure the kill: Armor, Magic Resist, Shield, Magic Damage and Speed Modifier to keep the melee range or run if the attack fails. If the enemy is lucky and runs back with 10 HP, Attack (Q) him safely even if he is under his turret, Orianna's range is very high.
In teamfights she can help in the same way because all of her abilities are AoE. Always Protect (E) teammates running away with low HP and a DoT on them like ignite, saving their life.
Her Shockwave (R) is amazing when coordinated with anoter Ultimate like Katarina's Death Lotus or Nunu's Absolute Zero. Combinations are too many, cant list.

Pros
- Fun to play
- Useful
- High Range
- Low Cooldowns
- Tons of synergies with other Chamions

Cons
- Low Damage (But constant)
- Hard to play (Not so much...)
- Squishy (Just be careful!)

9 - 1 - 20

Archaic Knowledge is a must for every AP based Champion.
Perseverence, Expanded Mind and Meditation help Orianna with her Mana problems.
Sorcery and Intelligence give her 9% Cooldown Reduction.
Blink of an Eye because it reduces Flash's Cooldown.

Feel free to change all other points.

9x Greater Mark of Insight and 3x Greater Quintessence of Insight because her dmg is not so high and Magic Penetration give her a nice boost.

9x Greater Seal of Clarity and 9x Greater Glyph of Clarity because Orianna needs a lot of Mana Regen to stay longer in lane.

With Meki Pendant, 1x Blue Potion and 1x Red Potion, i have all i need to start laning. Orianna's range is high so enemies usually cant harass her, but if they come close enough i have my red potion. Meki pendant and a Blue Potion help me to stay longer in lane.

Calice of Harmony, with masteries and runes, give me all the mana regeneration i need, so i buy it as soon as i can.

Ionan Boots of Lucidity and Morello's Evil Tome let me reach 38% Cooldown Reduction. I think it's enough. Morello's Evil Tome also give me more Mana Regeneration and AP.

Rylai's Cristal Shepter's slow effect is good. Orianna is very squishy so an HP boost is a must. Dont forget this item also gives AP.

Orianna has enough mana regen, enough CD reduction and enough slowing effects, now she needs more damage. Rabadon's Deathcap gives an high AP boost.

Last item is situational. If the enemy team is AD based, buy Zhonya's Hourglass. If the enemy team is AP based buy Abyssal Scepter. If the enemy team is balanced buy Guardian Angel, it gives both Armor and Magic Resist.

Flash is a must because she is weak.
She cant heal, so Heal is a good choice to support the team.

I dont pick Ghost because she have Dissonance (W).
If there is an healer in team, i can pick Clarity if my team needs it or Exaust if we needs more CCs.

(Hope there are no grammatical errors... i'm not english!)
Ty for reading!