Screw expectations, I'm gonna try this out today! That Molten Shield change is tempting.
I'll post how I'm doing and what I build as I go, but I'd like to hear suggestions.

a month ago, after hearing people advocate AD annie in dominatedominion chat, i decided i would try AD Annie. Went triforce annie, went 1.0 kdr but lost. after game, came back and asked chat what happened, they said i was doing it wrong, should have went phantom dancer annie.

phantom dancer annie will happen today

I like 21/9/0 with standard tanky-mage runes

Build order is something like:
Boots /prosp ring > frozen heart > abyssal > sweeper > void staff > sell the ring for deathcap (rarely happens)

My preferred skill priority is R>W>E>Q taking 1 point of each at the start.

Went 13/8/20 last game. We lost, but only by 36 points.

Built Haunting Guise, Thornmail, Abyssal, mercs, Morello's, and a NLR
9/21/0 masteries
My skill leveling was a mess, but I mostly prioritized the shield. The Shield and thornmail meant the auttoattackers died on me.

Things to improve: Too much armor, not enough Mres, real levels of AP only came in at the end. Barely any extra health.

All in all, it was pretty good, To autoattack me was to kill yourself, and Tibbers made for some excellent initiates. I know I can make this better though.
I'll start with a Ring next time and build Abyssal or Glacial Shroud first based on the enemie team's damage output. Maybe work in Rylais.

Why not try Rylai's?

4/5/8, Victory.

I was, erm, volunteered to go in bot lane against an Akali of all people. NOT Annie's ideal opponent >_>. eventually Kayle switched with me.
Regardless, I maintained the point and neutralized (but never capped) hers. We traded kills, but she definitely got more on me than I did on her.

After I was free from bot, I could head top to harass and initiate, and my life got much better.

Built Prospector's Ring and a Sapphire to start. Abyssal, Frozen Heart. Then Rylais, but only finished late LATE game.

What boots? You ask?
NONE!
I completely forgot! -_-;;


Things to improve: Again, still lacking in the Mres. I think I should check out my runes/masteries to squeeze out some more from there. Or maybe gone for a Sweeper over Abyssal.

Try going for veil over abyssal to gain both health and MR. If you still need more MR you can add in the abyssal later, or get merc treads.

Sadly, I gotta quit for now, so my experimentation will have to continue later.

i just played against a tank annie as rumble.
She got destroyed.