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Most of the threads on Annie i've seen have pretty ****py builds. If you want to wreck house here is how its done.
Tele/Flash if you want to be a team player Tele/Ignite if you just care about getting kills
Put your mastery points in offense because you don't give a **** about anything but doing damage.
Get (w) first unless you are soloing mid, then get (q). Charge up annie's stun for the early game advantage. So theoretically you'll take
(e)- you want one point in this. Annie's kill potential and survivability relies on her being able to fish for the AE stun
Then max out (q) first, then (w)
Saphire Crystal - She has mana issues
Mana Pot - she has to be able to chain cast her spells to get kills
Mid Game Items
Mejai Soul Stealer - This is essential. Her mid game kill potential is really high and this stacks quick, giving you really high AP fairly early in the game. It also helps her get chain kills while fishing for stuns
Rod of Ages - AP and needed survivability
Deathfire Grasp - Will take 1/3d of the hp out of a tank, gives her an extra nuke and some AP. Get used to using this, it will give you 3-4 extra kills a game.
Void Staff - People will probably start getting magic resist at the end, if not, i try to get the revive armor because i'm usually a big target
Annie can play more aggressivly than most casters. Her burst damage and passive allows her to stay in the middle of a fight for a long time. Early game use your teleport when you are energized to stun opponents that are in kill range and get early ganks. Late game make sure you are always energized so you can pop a tibbersbomb on anybody that tryies to get in your face. In large fights, unload everything you have, try to kite people around while fishing for stuns, once you stun them they are probably yours.
With this build you'll probably end games with double digit kills and assist frequently.