I don't play Annie as much as Anivia anymore, but there are a couple of things I remember being helpful for Annie.
First of all, be agressive early on. From when you get Tibbers through midgame, Annie is the queen of the map. She can kill practically anything on a whim as long as Tibbers is up. If you're mid and your opponent is as cautious as they should be, go top or bottom and wipe out the enemies there with your teammates, then go back. You don't want to spend all your time passively farming with Tibbers available or you'll blow the biggest advantage Annie has.
Another handy thing to do sometimes is masking your stun. When Pyromania is charged, you get blue swirly things around you that everyone can see, which means enemies will be extra-cautious around you. If you want to bait them, stop building charges at 4, then, when you're ready, hit Molten Shield or something for the last charge and drop a stun-Tibbers out of nowhere.