Well, before you start following the itens sequence, READ THIS:
This is NOT a normal guilde, if you don't play Annie, please take another guilde, this is an alternative build, you can use this when:

You dont trust your tank.
You know that you will have to carry the game.
You are teaching some newbie friends.
In a 4x5.

Also dont follow this build if you don't farm much, because this build is expensive.
The AP, Mana and Health of the build are wrong, the right AP is 598, the health is 2846, and the mana is 1875, Guardian Angel is bugging the AP, and the bonus of Rod of Ages and Rabadon's are not inclued.

First, I will not show the pros and cons of Annie, because this is an alternative build,then, I will show the pros and cons of a Tanky Annie.

Pros:
You can carry the game, why? Heavy CC, Tons of damage, a Summon, low cooldowns, a Tornmail in a Skill, and last but not least, tanky.

Cons:
Realy expensive.
Almost easy to counter with MR.
They will focus you.

Early Game

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Aways open with boots and 3 pots, Annie don't have a good moviment speed, neither a good range, so dont open with doran's ring or a tome and a pot, a full combo of Annie + Ignite will probably take down your enemy without AP items, surely will take him out of the lane.

Then you buy:

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This will give you sustain on lane, GP5 and will make your way to tankyness.

Mid Game/Core Itens

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This is what you need, HP, Damage, Armor, and invulnerability, with this, you can get feeded and carry the entire game.

End Game

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Okay, I know that is a realy late Rabadon, you can buy him before the Rylai if the damage isnt killing the carries, but the Rylai works on Tibber's, thats why it is a Must on, your tibbers now slow the champions, I don't know if slow in 15% or 35%, but still a realy good item, better than Rabadon.

The final touch.

You may say that it is needless, that a Void Staff is better, or a DFG, but NO, GA is another Must on, why?

Well, fist, Your Tibbers still alive, slowing them, or beig focused while your team take the enemies down.

Second, your passive have 5 "stacks" 0,1,2,3, Stun. that means you will have 20% of having the Stun, 40%, if you use the shild when reborn,60% if u succeed shooting your Q, using the shield and stun them with W, that means Guardian Angel can save Annie even when the entire enemy team is waiting your reborn.

First, creep A LOT, if give u gold, kill it.
in Team Fights, advance, kill the carries and back, if stuned ou pulled by blitz/scarner, zhonia's, if the enemy team have a long range silence, kill the silencer, ex: Soraka, r*pe her, 3.5 sec of silence will destroy your Team Fight.
Try to control your Tibbers, I know that is something hard to do, but it will give u lots of funny kills.

Lets analyze this frag.

First, it was a 4x5, and our missin player was a tank Udyr, so, i build a Tanky Annie.

The K/D/A: 11/4/12
i will not talk about the kills, the important numbers are 4/12
was a 45 min game, so 4 deaths is a great number, if u want to carry, DONT DIE.
And 12 assists, why 12 assists if u are the carry? With the Tibbers and the shild, u will aways win assists in TF, thats help with the money.

About the itens, the enemy team was very squishy, thats why i dont have a rabadon and the early GA work well in a 4x5.

Gold and creeps: 200 creeps isnt good in 45 min, actualy, i had 200 min in 25 min, but i forgot creeping after lane phase, its something i have to learn, with 300 minions and 10 kills, u can get a full build in 30~35 min.

Well, thank for reading this, comment and rate, sorry for the english, I am brazillian, but not a BR HUEHUE.