Annie's an extremely powerful mid-game mage, so you have to know how to capitalize on her strengths - extremely high burst levels 6-11, and good initiation with AoE stun. A good build, I find, is Amplifying Tome, Boots + Ruby Crystal, Haunting Guise + Sorcerer's Boots, Rabadon's. This gives you a strong early game and an amazing mid-game.
For summoner spells, take Ignite + Flash. If you don't like Ignite, you don't have to take it, but always, always take Flash. A good Flash + Tibbers initiation wins games.
As for Pyromania stacks... the way I play is, levels 1-5 I don't even count them unless I want to harass my opponent (charged Q --> W will deal more damage than most people expect). Levels 6-11, if I'm charged and I can't wait any longer, I'll blow as quickly as possible through charges 1-3, and stay no lower than 4, so that in an emergency I can go E-W and drop a stun with Q or R. If a teamfight is going to start soon, always, always conserve your stacks. Like I said above, a good Tibbers initiation wins games.