This is not going out to be the build for everyone, this is simply the way I play Orianna. First she has the ability to pull massive damage granted, though this build goes beyond that and looks at the more practical way to play a mage like Orianna.
First of all, everyone wants to be the character with 1k AP and 0 other stats who gives Annie a taste of her own medicine; though how useful is it when a Xin Zhao charges you and your dead within the second, not very. This build looks into how to make a mage still be able to drop people extremely quickly though also be able to last the fight and not give the enemy precious kills.

Pros: Excellent laning and early game harassment safely
Has HEAPS of AoE and a Pull-Back
Has a Shield
Can check bushes with ball
Can deal damage in team fights from a considerable distance

Cons: Somewhat poor if starved early
Ultimate is often wasted (ball ports back to you etc.)
One spot of lag and abilities are missed...

Masteries are mainly Util to keep you laning for longer early game and help fulfill certain things etc, spell pen is mandatory. Masteries and runes are completely versatile this is how i play it and recommend it though its really up to you, wont make a major difference.

This is very controversial though i like this as my choice as it allows me to have solid defensive stats and put out great damage still. The thing is if you go 1k AP and have 50 resists and 2k hp you will get targeted and die before any damage is done. Whereas if you have 600 AP 2.7k Hp and 120 resistances plus zhonya's you will last the fight and be able to do your thang throughout the duration of the battle.
Think about it why get a glass cannon when you can have a metal one that can keeping pumping out cannonballs even after they are needed, you might not hit as hard but at least you are hitting.

This is pretty stock-standard, simply Attack to do the early harrassment and damage then Dissonance for the same thing, with the combo you can also easily clean up creep waves. Ultimate of course whenever possible and Protect is not the best of them all (your mage barely a support, kinda same as lux).

In summary if you follow something similar to this build you should be able to rape face while not having the same done to you, you wont top kills but you will be better than the person who does because you will most likely have more assists less deaths and have set up all of that persons kills.
Try it and post how you went!
:)
Thanks, Marshy