I've had much success with this highway robber Annie build. Following this simple order of items and unlocking the true potential of the Smite spell will throw your enemies in a dazed confusion wondering how they got pwned by a Smiter so quickly. Let's begin...
You want mid, as this is sacrificing mana for power and concentrating the power on 1 target is critical at start, at least till u get blue buff with golem asap. With team in agreement that you're mid with smite and their confusion mellows the game will begin, or they will dodge. Those are most likely the trolls that talk **** to team making them rage quit anyway.

As game is loading all the champs, try to figure out who you'll be midding against. Against the gooeys u should simply start with the ability power book. Champs that i seem to run low on mana with I take the ring for mana regen instead. Next on list is getting the lucky kage pick asap to start stacking more gold. Getting the mejei early is good unless u are having trouble with the mid contender, in which case worry about that later if at all. As for the rest of the items, proceed to get them in order, all pretty self esplanatory and will be ahead of the others in no time. Gaurdian angel will save u later as u will be public enemy number one and focused. They will kill you and your bear will still be alive killing them as you get ressurected and Tibbers will help u escape intact, or remind them that you're coming back and get you killed. Best to die around allies. Especially helpful while protecting a turret. Once your ga has been used u might want to simply sell it for something else of your desire and trade it in for the ga again after 5 minutes. I often get something that helps out your team as well with an aura, like book of the ancients. Once you get DeathFire Grasp then the extra bonus gold is no more from Kage. But this late in game this wep takes off so much hp they're dead in a blink of the eye.

Get to the mid jungle fast but alert with flash escape on your mind. Follow the bushes to the side of mid by river. Wait there till minions spawn then dash for the enemy blue wraith. Take it out with your smite. Sneak a hit with your q from springing from the bushes then tag him while he runs away with normal auto. Kill 3 minions by finishing them off with fireball. you're now lvl 2 with stun around the corner. Your oppenent will be cocky and scoff at you as you have smite. He often charges u at start as if superior. What they fail to notice is you're already lvl 2 and he's already weakened. Stun him with fireball then flame him. Congrats, you've first blood farmed mid person already. You may need to flash stun him once he low enough hp to finish him off but pay close attention to mana. And your gold. Once at around 735 it's time to get your lucky kage pick. If you havent killed mid person yet, grab blue buff when u get Tibbers and with that buff it's game over for anyone who opposes u. Mana is no longer a concern so use shield and flame to always have your stun ready with that buff. Bushes are your friends as any passerby will drop like a rock to your spray attacks. Use Tibbers to charge bushes or be stationed in bushes as to cast spells at enemy before they see you. He comes in handy against teemos as he can tank those shrooms they like to leave for you in the bushes.(holding alt and right clicking somehwere directs him where to go) good at tanking towers later. The mid tower falls quickly doing this so always have stun ready when attacking their tower as ganks will come from everywhere.

As for the skill sequence, ignoring the shield at start is key in order to utilize the Nuke you're building for quick eradication of mid. However, sometimes you'll want to get shield early in case power isn't working for you. Using your sheild is cheap way to help charge stun as oppose to flame.

Smite, many underestimate this spell. At start it helps get you to lvl 2 and lvl 6 much faster than them. The big minions seem to be in sync with the cd of it as well. A nice combo of 4 auto attacks then smite finishes them off quick. Or smite then a lvl 3 fireball as will recharge mana too. Drive by on blue wraith is recomended whenever can. Make sure to have it ready to quickly help dispose of blue buff golem in order to get back to mid control asap.

Your flash spell will help escape those pesky gankers, if you cant simply stun rape them already. Handy at start to pounce stun kill mid person quickly. Those are common tricks with flash, don't know why I'm bothering... aw here's one interesting trick with it. At times where you'll need to flash over a wall to escape death from a champ. Most will simply run from there however, from other side of wall if they're within range of your fireball, you can pop one more shot off on him through the wall, often to stun for your allies to finish him off or if lucky, with the finishing blow.

You will now help change the perspective of the smite spell of just a jungling spell but now as a hidden weapon of mass destruction. Don't forget to rub in Brands face, or other Annie this line upon death or victory, "Next time, don't bring matches to a firefight!"

An old one but a decent example of what described above. Play Video

This is very effective against Ashes, they dont stand a chance. Pretty effective vs vlads, try to time assaults and stuns just after they did their stupid red cloud slow thing. Mordes, you may have mana probs dealing with him. I'll fix this up when im less tired...