Another Guide on Orianna?
I wasn't able to find any valueable guides on Orianna for supporting. And since her mid game got nerfed so hard, that you certanly will lose mid-lane before level 6 I lost ambitions to play her (and yes, Orianna loses mid vs almost any champ, if he is not pretty bad! Since mana costs got increased and autoattack range was nerfed, you can't creep without getting harrased, and you cant harras without beeing OOM instantly - even with mana runes).

Why supporting with a mage?
Considering that every skill of her can be used offensive or supportive ( Command: Attack is a free temporary ward for bush), I rather would ask why not play her as support?

Basic rune build I recommend is:

Mark:

Greater Mark of Magic Penetration Gives you at least some additional magic penetration. And actually: there aren't any other usefull one...

Seals:

Greater Seal of Scaling Mana Regeneration I prefer these over flat MP5, as they overtake them at level 8. Before that happens, the only thing you do with that ball is shield and scout the bushes.
Greater Seal of Scaling Ability Power or Greater Seal of Ability Power are not recomended as those would leave you with 17,8 MP5, which is a joke considering that Command: Protect takes 60 mana and Command: Dissonance 70 mana (with max. mana of 550).

Glyphs:

Greater Glyph of Scaling Ability Power Considering you shouldn't take any damage at all, that all skills scale with AP and that you want at least some damage, i feel these are most usefull. These make up with flat AP ( Greater Glyph of Ability Power) at level 6, just in time for your ultimate :)
Greater Glyph of Scaling Magic Resist The best glyph there is along with Greater Glyph of Force, but as we are avoiding damage, we dont need those. (You might consider those if you actually know that you are going to play vs an Karthus, but then you shouldn't be supporting with Orianna anyway ;) )
Greater Glyph of Magic Penetration I don't feel these glyphs are valueable for any champ, execpt your main aim are ONLY squishy champs (going for crushing magic resistence). As you are support, you are not going for any champs, so don't take these.

Quints:

Greater Quintessence of Movement Speed I just like being fast!
Greater Quintessence of Ability Power As the AP/lvl ( Greater Quintessence of Scaling Ability Power are only 7,5 AP stronger in the end, flat is the way to go here. Using this gives you about 20 AP on level 1. Making your shield 10% stronger. If you don't like to be Swift, have Potency!

Gold per 10:

I generally don't like these, going full for gold per ten gives you 9x Greater Seal of Gold + 3x Greater Quintessence of Gold = 5,25 Gold per 10.
Masteries + Gold per 10 items and global gold gain are: 2 (Masteries) + 5 ( Philosopher's Stone) + 5 ( Kage's Lucky Pick) + 13 (Passive gold gain by game) = 25 gold per 10 seconds.
Adding those 5,25 gold will give you 30,25 gold per ten, which are 21% more. With Heart of Gold the difference will only be about 17%. Converting this difference into wards: 1 free extra ward every 3 minutes.
I don't think 1 ward every 3 min. is worth your lane sustain and your movementspeed / extra early AP.

Taking and maxing E Command: Protect first gives you something usefull for the start as supporting a lane and a pretty strong shield on a CD of ~8-5 sec. (depending on build).
Usually taking W Command: Dissonce second helps out more then Command: Attack, as you wont deal that much dmg anyway, and it helps to escape nasty ganks.
Skill your Q Command: Attack either on lvl 3 or on lvl 4 after bringing your shield on level 2. You won't need it while laning, as its way to mana intensive as you could harras good with it. Its just a really nice tool for scouting bushes without getting hurt.
Pick up your R Command: Shockwave when ever you can!

• Clockwork Windup:
  This is actually a pretty strong passive! Use it to autoattack the enemy support / carry when ever you get a free shot on them. The extra damage on level 1 is 11 damage, combined with your base AD this stacks up to 58 damage per autoattack, increasing for each hit. Hurts pretty much after a while ;)
  
• Command: Attack (Q):
  This skill wont deal any serious damage before you have your Rod of Ages done, so don't bother useing it to often for harrasing. Anyway, its a great ward as you gain sight on the area around the balls place.
  If you actually want to deal damage with the ball, you have to consider that he moves quite slow and can be dodged and that the damage decreases for every target you hit on the way of its movement!
  
• Command: Dissonance (W):
  Some might say that Karthus Wall of Pain or Nasus Wither are the best non - stun CCs in game. I say this skill is the best! Why? It slows OR speeds up. Its AOE like Karthus, but its way easier to place correctly. Total movement speed difference can be 80%! (+40% for you, -40% for the enemy). And pretty nice thing: with full build done it deals about ~500 magical damage.
  Use to escape ganks by first Command: Protect and then Command: Dissonance. The same way also works for hunting down enemies. Just always try to use int with the one running in front of you (the one first in the direction you are heading!), as this enables all your team to take up the buff.
  
• Command: Protect (E):
  The most important skill for us as support! Using this correctly can keep your carry unharrased. Try to use it on him, whenever you see skillshots / autoattack used on your carry.
  Also mind the armor / magic resist buff. this alone can turn the tide in a fight. Just Command: Protect the carry, if you dont need the ball somewhere else. Benefits also in the fact that the ball will be "sticked" to him, until he gets out of range.
  (If you use your Command: Dissonance while the ball is attached to someone, it automaticaly will speed that one up!)
  
• Command: Shockwave (R):
  Your awesome ultimate! Why awesome? Another CC (it interupts ultimates like Nunu & Willumps Absolute Zero, Katarinas Deathlotus or even Galios Idol of Durand), quite some damage and a nice kite tool!
  As the description says, this ultimate pulls everyone towards the ball! You can use that slow enemies by pulling them back. As it also stuns everyone for the time they are pulled, this can be a nice initiation tool. Important: you do can use that skill if the ball is attached to one of your teammates! If its on your tank, everyone in range will be pulled towards him!
  

Starting:

I start with Faerie Charm, 2 Health Potion, 1 Sight Ward and 1 Vision Ward as it gives you some lane durability early and you can create some pressure on the enemy support.
If he uses a Vision Ward first, just put your own, and kill his!

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First Back:

When ever you can purchase another gold per 10 item and you can leave the lane (without killing your turret or carry) go back and get it! Its gold over time, the earlier you have one, the better. I tend to get at least Philosopher's Stone and Kage's Lucky Pick.
Go for Heart of Gold only if you feel you do not get enough assists!

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Boots:

These would be the only valueables boots so far. Thought, if you really play vs a team with 4 autoattacking AD champs.. dont hesitate to take Ninja Tabi ;)

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Mid-Game:

I tend to get Rod of Ages first, as Orianna is really extremly squishy without it. And another reason is that you want to get this item as early as possible to stack its passive.
After this you want to consider to go either for

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Late-Game Items:

• This adds a perma slow on your skills (consider that all are AOE - Damage, used right you can hold multiple targets permanetly in the slows status!
  It also makes you a bit more pseudo tanky, which is always a pretty nice thing.
• I won't explain, what for this item is good... Just consider that it takes a bunch of gold!
• The manareg. and CDR aura are pretty usefull, consider this if playing with champs which are spaming skills! (a.e. if you have Ryze and Riven in your team, you want to get that item pretty early!)
• Consider this item ONLY if you are playing with champs that really benefits of it! ( Xerath doesn't need it! But on the other hand a Vladimir or Ryze will kiss you for it ;) )
• If the CDR- and spellvamp auras aren't needed this item is quite a nice deal! It gives you an active that will take up to 50% of the targets current health before counting mres (that Malphite won't like it ;) ). Besides the active it also boosts your CDR to cap. 40% CDR is with that build about a 400 HP strong shield with 4,2 seconds!
• Gives you 7 seconds (!) speed buff for your team if used with your Command: Dissonance. This is pretty much the whole duration of an avarage teamfight! It also caps your CDR like Deathfire Grasp

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Don'ts:

• This item is really a nice one but:
  
  1. You will have theoretical 45% CDR. But LoL is bad in maths :(
  10% (Masteries) + 15% (Shoes) + 20% (Morello's) = 40% (Well... Riot obviosly failed the maths test ;)
  Posible ways to counter that break through on CDR:
  
  • Don't take Intelligence , which nerfs your early CDR.
  • Take Sorcerer's Shoes instead of Ionian Boots of Lucidity, this will leave you with 30% CDR but gives you additional 20 flat Magicpenetration. Might seem legit, but i dont aprove of it (we are supposed to support, not to be the teams mage)
  2. 12 MP5 compared to 10 MP5 (with Deathfire Grasp: 2 MP5 ! That won't win you the game...
  
  3. 75 AP compared to 60 AP + 50% of current HP as active damage... Well pretty obvious who won ;)
  
  
• Orianna isn't supposed to get into autoattack range at all! And as you are pretty much spaming your abilities, you will not have to much time to autoattack anyone.
  
• Pretty OP item! On Swain with his ultimate activated. On Karthus in the moment he gets focused. On Fiddlesticks just eating your HP with his ultimate. But certainly pretty useless on Orianna...

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Situational:

I never tried those, but as you are support you really could go for Randuin's Omen, Frozen Heart or Aegis of the Legion.
Aegis of the Legion actually should work pretty good with your Command: Protect passives. You can use that to boost the surviveability of squishy carries, as low resist champs (best example: Ezreal) benefits most from adittional points (Aegis + Shield stacks up 42 armor and 45 magic resist - this might be about 30 to 60% more resistance!).

If you see yourself getting fed early, you might even want to think about an Mejai's Soulstealer. Thats up to you then.

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The 6th item:

Pretty OP, our sixth item: Wards.
I can't tell you how often I lost a game because the freaking support didn't care about buying those little cute green and pink things!