Firstly, consider taking the butcher, feast and arcane blade masteries in the offense tree. These will put some extra damage on your aa's and will refund a small amount of mana and health. In general, if you have any aoe abilities and you find that multiple minions are about to die at once, use one.
As for champions I would recommend, I would give orianna a go. Her passive deals extra magic damage on auto attacks. She can also waveclear very well, but ill stay away from that for now since your query was about last hitting. You can also give ryze a go when you get comfortable, although be aware that he should be taking 9/0/21 masteries and some would argue that hes better as a top laner (I still think he can be played mid).
As for your current champions (This is my opinion):
Ahri: you just need to practice ahri's autos, using q as the enemy minions come into lane in a line (as opposed to letting them settle in formation) if you need to push. In general, avoid using e to land last hits. W can be used to get last hits on multiple minions if needed. Note that each foxfire has a slightly different range so good positioning is required for this.
Annie: Killing a minion using Q refunds the mana cost and is more damage than an auto, so use that to last hit. If the enemy tries to trade with you, you may want to use q on the instead taking into account your passive. W also gets the last hit on multiple minions and waveclear.
Lux: Remember that you abilities place a mark on your target. Auto attacking that target will proc bonus magic damage. When trading, you will want to try and do spell->auto->spell->auto. E is used for waveclear, while Q should be saved to help you escape.
Syndra: Her abilities are best used for harass and waveclear (when you get the items). Use Q to last hit multiple minions, i think the mana cost is fairly small. Also remember you can use e on a minion thats about to die, then you can throw that minion onto other minions, then Q to immediately wipe them out (again provided you have enough AP). Save W on the enemy or, if you want to push hard, QW along the enemy minion wave in a line.
Xerath: Q is a line skillshot used for waveclear and poke. Save E for trades. W can be used to slow the target first so E can be landed easier.
Hope that helps