Lane Properly:
Talon is very good at farming. Level up his rake(W) as fast as possible to 5. This can essentially one shot a minion wave. Many people at lower levels do not understand the importances of balancing harassing with farming. Farm up well early game, dominate late game.
If Talon is laning with a partner, choose a partner with good crowd control. Talon can easily harass with his rake while still farming. Just use it while the enemy is standing by the minions you are trying to kill. When an enemy is low enough, get the partner to stun or snare and you can cutthroat in and use to burst to bring down the enemy. Note that cutthroat will not only increase your damage but silence the enemy so that they cant ghost/flash or use one of their spells to escape before you kill them.
If talon is laning top solo, once again focus on leveling up rake and farming with it. But with talon being alone he can harass more aggressively by using cutthroat to silence the target, use your skills and run away before the silence ends. This usually results in you dealing a lot of damage to the enemy than they can retaliate with.
When to engage:
I assume you mean in a teamfight. There are two ways to play talon in teamfights. The first way is to play like a normal assassin and stay behind your team hidden. Only when the team's initiator(tank/offtank) go in and the fight has started so you go in and focus their ap carry. I say this because talon has a silence which will prevent their ap carry from doing any damage.
Another way to play him that most people are usually reluctant to do is be the initiator. This will work really well if the opposing team does not have too many stuns and/or do not have oracles. You basically cutthroat into their ap carry and immediately ult to stealth. This will cause them to immediately switch to another target(preferably your tank/bruiser who has come in by now). A benefit of this is, you get to damage everyone with the beginning of your ult AND the end of your ult.
Build:
Talon is as I've said before a burst assassin. He bursts and then runs off. So if anyone ever tells you to built attack speed on him. DON'T. Build pure AD and armor pen on him. You shouldn't have to stay and autoattack because any tanky AD DPS can kill you in a toe to toe fight
I would start with dorians blade first. At first recall, hopefully enough gold to buy a pair of boots and the brutalizer. Next built the boot into Ionian Boots for the CDR (Once again berserkers's attack speed is less desirable compared to CDR where you can burst more often), and start of the blood thirster. Then i would finish the brutalizer into Youmuu's GhostBlase and bloodthirster. Afterwards i would built last whisper (that 40% armor pen is OP!) Infinity Edge and Another Blood Thirster to finish.
Runes:
When runing a champions there are two things to keep in mind. Do you normally have trouble early game and would like a early game advantage or do you do well early game and want to have runes that scale really well into late game.
If you do not do very well early game and need all the advantage you need, then build flat AD Marks. But if you do well and want runes to scale better late game, built Armor Penetration Marks.
For Seals, I would take flat mana regen(replenishment) because talon is pretty mana starved early game if he wants to farm well and still harass.
For glyphs i would take flat cool down reduction.
And for Quintessances, i would take Armour Pen.
Masteries:
With the new change to the mastery trees, assassins like Talon can rejoice! I won't tell you exactly which to put points into but focus on the offensive tree for assassin champions like talon who focuses on burst.
Summoner Spells:
The two I would recommend is: Ignite and Flash. Flash is of course one of the most powerful summoner spells there is. This can be used both offensively and defensively. If the enemy is just out of reach of your cutthroat and you can't jump to them for the finishing blow, flash will close the gap between you. Or defensively you can use it to create a greater gap between you and your enemy OR flash over a wall. You do not understand how many times that has saved my life.
Ignite's DOT and his Q's DOT does a surprising lot of combined damage. In addition ignite will reduce the amount of healing the opponent have/gets. So if you are laning against someone with heal or a lot of life steal, ignite will make you laugh gleefully as they die because they can't heal themselves from your burst.
First lets take a look at a comparison between Annie, and a tankier character with similiar abilities. (Leona)
Annie
Base Health at level 18: 1752
Base Armor at level 18: 84.5
Base MR at level 18: 30
Base damage at level 18: 96.25
Leona
Base Health at level 18: 1996
Base Armor at level 18: 73.8
Base MR at level 18: 52.5
Base damage at level 18: 109
So by straight base numbers, although Annie does have more armor then Leona by level 18 Leona has a much more balanced scale ending with more health and MR. Leona will have more Armor than Annie until about level 10 which puts her at a good early game situation to be there for her carries and take more damage early game. In terms of item choices it tends to be easier to find items that fit the bill that buff armor and other aspects of your character than find items that buff MR.in late game so her armor deficit VS Annie will be less crippling by then.
Utility: Leona has multiple stuns (All of her spells but shield) that can be used on a whim with no waiting for a passive CD/number. Her lance is great for iniation because it puts her right in the heart of the battle from brush or straight on. Also, her passive can stack a giant enemy crabs level of damage onto opponents. So I would say overall Leona adds a more dynamic aspect to a team giving them great CC and bonus damage output.
Example: Her Lance,Shield,Ultimate combo basically ensures a wonderful initiation to any team comp. Keep in mind that sunlight is consumed by many skills. Example: If Leona used her lance and timed the shield well then a teammate (Ashe for example) vollied and consumed all of those markers then her ult goes off resetting them for Ashe to volley again consuming those as well.
Sustainability: Her Eclipse grants her +70 armor and magic resist which if used properly lasts for 6 seconds. On a 14 second CD that leaves her with 8 seconds of downtime between uses. So slightly more time down than up, but the benifit is great combined with the sunlight it applies to all enemies. Not to mention as said before her base stats overal favor her in the long haul with MR and Health and they also favor her a good portion of the begging and midgame in Armor due to scaling.
Overall: I would not say that Annie is nesesarily a bad choice for a tank, you prove some good points. However, I do feel in a realistic scenario a champion more suited to tank like Leona will really bring more to the table for the team overall.
Best Answer
Annie's Q refunds the mana if she kills something with it. Unfortunately for support Annie, building Pyromania stacks for free with Q is not nearly as much of an option.
If playing a tanky support, you can bait out the stun. During this time, their ADC will probably attack you; during this time, make sure your ADC attacks their ADC.
Once Annie's stun is down, to restack it, she either has to burn a fair chunk of mana, or wait a pretty long time for E to come off cooldown, or she has to steal some CS. None of these are favourable for her; if you play aggressively when it's down, you can force her to lose mana.
Also, Annie tends to be relatively squishy, especially if her E is not active. She also has no sustain, so while her ADC can heal up poke with lifesteal, Annie lacks that luxury. As Paralytic mentioned, poking her down can force her out of lane rather easily. (Avoid doing this with auto-attacks, though, since her AA range is immense and she will be able to trade back damage.)
It is extremely important to time Annie's Flash. If possible, check her masteries to make sure you know the cooldown on her Flash. Play MUCH safer whenever her Flash is up.
Also, be very wary of when she has 3 stacks built up. She can quickly cast E and then an offensive spell to potentially catch you off-guard.
Toward the endgame, Annie support falls off a bit as she has very little utility. Her AoE stun is a glorified Leona ult that does continuous damage, but she remains squishy. ADCs should avoid duelling with her, since the 1.75 second stun is deadly, but a good support with more utility should be able to outscale in the lategame, provided that there is some itemisation against her damage.