Smart/tricky Annies go for the stun with a fireball at 3 stacks and cast incinerate/fire shield before it lands to proc it.
Yes, I do that myself, stack 3 for my passive, then do E-flash-tibbers-Q-W. You usually don't do this with Annie in laning phase because you want your stun up at most times so junglers don't even dare ganking you. The Frostfire thing becomes a problem in that scenario, and in general it's just an unfair advantage over regular Annies that I feel should be corrected. It's not even tied to her skin theme, since it's just black, no snow flakes particles or anything.
Okay a bit of admission. I played for a bit months ago. Always played the old guy with clock. I've pretty much forgotten everything I learned.
So Ashe is recommendation? What's a good item build?
Start with boots+3 HP pots. Core items for most AD carries should be Berserker's Greaves, Infinity Edge, Phantom Dancer and at least a Vampiric Scepter, though you should usually farm enough for a Bloodthirster. Then it's up to the match, you can get Last Whisper, Mandred's, defensive items (guardian angel, banshee's veil), etc.