Yeah, support doesn't seem the most fun, but I thought I'd give it a try and see what happens
Really depends how you are playing your support. No question support is the least active of the team. Soraka is strongly around her massive heal but it is a single heal so if both characters are poked then she can only restore 1 and the heal is slow. Her mana donation is very powerful - really allows the ad more scope, silence can also be a nice poke a well.
But their are more fun supports if you are a more active style player. Blitz is possibly my favourite at the moment - very strong ability to deny the opposing ad from his cs. Never been able to get used to leona but a leona support can be nasty. I tried a troll gang plank support which worked really well on a couple of games but in reality only worked for me because I got enough kills to then build a more traditional gp, which is no good

sona I love - her passives are strong and she is quite hard to poke down with her double heal. Seen some good nunu supports as well.
Remember the initial support build is very very standard
Philo stone->heart of gold->aegis
In that you decide when to get your boots and if you can oracle helps, ward as much as you absolutely can. Sometimes the second gold per 5 is not need or Kages is another option.
IMHO your job as support is keep the ad safe and try to stop the opposing ad getting cs whilst ensuring your ad gets the cs.
Other good/fun supports, Alistair is worth a try, quite strong and again can be quite strong.
However! If you have been paying Annie try some of the other casters. Also get into the other lanes the best players to have in a team are the most flexible(which unfortunately I am not

)