Re: annealing brass
as Niles mentioned, virtually all factory brass is annealed, whether you can see the annealing discoloration or not. Most commercial manufacturers (Winchester, Remington and Federal, for example) polish this out, while military sources (Lake City, IMI, etc.) usually don't bother. Of the commercial makers, Lapua leaves the annealing marks in place, and clearly visible in new brass. But virtually all the makers anneal as one of the final steps in manufacture to get the hardness/maleablilty/ductility correct along various point of the case.
Bottom line; no reason to anneal a virgin case, since there's very little likelyhood of improving it, and a distinct possibilty of doing damage to an already proper anneal.