Annie is not the 100-0 champ everyone thinks she is. I've been playing Annie a lot, and the only time that she 100-0's you is after she gets a kill or out farms you really hard without getting pushed out of lane. You seem to just be playing the matchup in a way that isn't conducive to countering Annie. What you've got to do is deny her both kills and cs. If she comes in to farm with her stun down, punish her. If she uses her stun on a minion, punish her. Molten shield is OK for mitigating damage, but it's not a lot and you can do some pretty good damage to her. If you can kill her, good, but don't go all 240blazeitplays on Annie. Even if she just wasted her stun. Only go in if your kill is 100% secured.
The biggest mistake I see people make against Annie is to go HAM. People go HAM on Annie, and she does a couple of things depending on the situation.
- She stuns you and gets away. You wasted major cooldowns like your ult, flash, ignite, etc. and it's worth it to stun and back off safely. Sometimes, it can be enough to send you back to base.
- She stuns you and bursts you down. If you're low enough and you try to assassinate Annie when she has more health than you can deal in damage, she's going to stay, and she's going to destroy you if you're below.... half-ish health.
- She 100-0's you because all you've done is go HAM and haven't gotten anything to show for it.
Once you get past her stun, she has no tools for sticking with people until she buys Rylai's. Lots of champions are really mobile that exist in the mid lane meta.
Honestly, I play Veigar a lot more than Annie, because I do better with him, including in matchups with Annie. Another thing I see a lot, is people complaining about simple champions like Annie and Teemo, but they don't realize why these champions are strong. If Teemo is strong, it's because he has good map awareness, good mastery of when and where to use all of his abilities, and he can straight up outplay you. Same goes for Annie. Annie is simple, which gives you the advantage of knowing what she can do, and when she should do any given move from her kit. There aren't a lot of mix-ups you can do on Annie. A lot of players think that playing a mechanically complex champion means that they don't have to worry about decision making, because they get so much power from mechanical skill, but that's the reason why there are a lot of bronze Zed and Yasuo mains. I'm just saying; most people that complain about Annie's damage or being "no skill" often do this, and don't realize how to play Annie; once you know how to play her, playing against her is much easier.