Annie support is very difficult if you are not communicating with your adc, as she is dependent on your adc capitalizing on your stun. To effecively play her you need to use apc masteries and runes but start spellthief's edge. This is very risky, as you will quickly start losing in gold unless you get kills. That's the name of the game with her. As far as actually playing in lane always save your stun until you both can capatilize, so not throw your stun out willy nilly, use your stupidly large aa range to harrass and get a bit of gold with edge. Also, keep in mind annie support was recently nerfed by her passive stun at lvl 1 being 1.25 sec instead of 1.75 at all levels.
What you gain with Annie support:
---A lot of damage
---A lot of burst cc
---A turret tank if Tibbers lives through a teamfight
---A 2nd apc late game
What you lose with Annie support:
---Sustain, she has no heal
---Utility, she does not buff in any way, simply stuns. You are only as good as the amount you knock the opposing team down.
---Ease of play, Annie support is hard, as it's mandatory for you to get good stun-tibbers on a good group of people to be as useful as a normal support in a teamfight.
Annie support counters:
---Squishy supports, adc's, her burst and damage can really screw them.
---Close range teams, if they group tightly they are yours
---Weak harass champions, Annie is bursty, so she will simply burst people away
Annie support is countered by:
---Hard early game all ins. If Annie does not have all of her abilities she is very very weak, so early adc's like Draven with supports like Leona or Thresh are a big threat.
---Sustain supports, you can only burst so if they survive and come back at full health you are effectively useless :(
---Camping junglers, you need to build AP, but you also have to get wards and a Sightstone to support. If their jungler pressures you enough to delay your AP items you will be very behind.
Start AP runes, Ap masteries, as much early AP as you can, you are all about hitting hard at the start and never stopping. Also, first spell should be your W, stay on spawn and use it to stack your passive up without losing mana. Then you have a spell with a stun ready in case of an invade on your jungle. Also also, you can bait easier by keeping your passive at 3 stacks (one before stun is up) and quickly E->stun becasue your shield will get the last stack without showing it around you.