Orianna's passive gives her a really great advantage when trading autos, so it's a good idea to get a Spell Theif's Edge
and frequently help your ADC harass and zone out the enemy from farming with your Q-W combos. The slow from W helps a lot and does decent damage. Just push your ball out whenever the enemy ADC tries to come close to farm. Also, when you and your ADC go in to do a bit of hard poke, just shield them with your ball and they'll receive increased defensive stats, which is really good against higher damage supports.
During teamfights, just dump your ball on the clusterf-ck of people, use W to prevent escapes and make chasing/running easier for your team. Remember to always shield your ADC and try to auto the same person at least 3 times to really make that passive proc. Also, if you see the enemy team crowded together, that would be a good time to use your ult, or when they're low health and they try to escape. The Q-W-R combo can help ensure you keep them in range for your team to finish them off.
Honestly, Orianna is a pretty nice pick for support, almost like an Annie with high damage output and decent CC.