* Άννα (Ánna): This uses the most common transliteration, which is very close to the standard pronunciation of "Anna" in English. It uses the rough breathing mark (´) to indicate the initial aspirated "A" sound.
* Αννα (Anna): This omits the breathing mark, which is often done for simplicity, though it changes the subtle pronunciation slightly.
Therefore, Άννα or Αννα are likely the best options. There's no single "correct" spelling since the alphabets differ.