Your answers will be about the same as the barrel break in process. Some swear by it and others say you are good without it. To me it depends on what cartridge you are shooting and what you are looking to get out of the annealed brass. In my opinion, if you are shooting an improved cartridge or necking brass up or down, then annealing is worth it. Furthermore, if you are looking to extend the life of your brass because of the amount you shoot then annealing is beneficial. With that said, if you are shooting standard cartridges and don't do a bunch of shooting/reloading then it isn't worth it. Please understand that annealing can extend the life of brass in any situation but it takes time, energy and varying amounts of money that could be put toward reloading or reloading components.
I am new to the annealing game, having just put together a 338-06 build. I decided to anneal brass when necking up or down in the hopes of getting consistent results with the brass and to extend the life of it. I don't plan to shoot the gun a lot once I get the load together that gives the best accuracy. Realistically, I am planning on that to take some time and a good deal of various loads.