Orianna is a really fun champ that can put out large amounts of burst early on in the game. I have been playing her a lot since she came out and this is the build I use to roll faces.

Pros
Great early harassment
good farmer
ult stops channels
great zoner
Cons
squishy if focused
uses A LOT of mana early

m-pen always helpful
ap glyphs and seals helps early game harassing
health quints for early game survival

Start with sapphire and 2 hp pots this will give you enough mana to harass early on. On you first back get boots of speed and catalyst. once you have catalyst you should have enough mana to harass really hard. With Sheen your auto attacks will be deadly because her attacks stack and your casting spells constantly it really does a lot of damage. Deathcap gives you enough ap to really burst people. After Lich Bane you'll be doing crazy damage and you can really build whatever you want after that

Orianna is a very difficult champion to play because of the fact you are moving to independent objects around. You must remember where the ball is and never let it sit behind you. If you forget the ball behind you when you attack the ball will take a long time to get there and the target will have moved. The best damage you do is just using q and w you Command Attack to an enemy and then Command Dissonance for great amounts of damage. Another trick I like to use is to Attack the ball but don't Dissonance and keep the ball at close to the max range before it comes back then you can quickly Command Attack and the enemy will not have time to move out of the way. Also remember Orianna's ult can stop Nunu ult and Kat ult ext. you can also use it to chase someone down or get rid of someone chasing you. Also remember that she can use all the abilities except attack on her self so you can Dissonance on your self to give you a speed boost while slowing enemies.

To farm the best way is to use command attack towards the ranged minions hitting the other minions on the way there then use Dissonance to kill the ranged then press alt e to send the shield back to your self killing the minions in front.

Also get blue buff whenever possible Orianna eats mana so having blue buff allows you to harass constantly.