I don't really remember the Fi episodes so much but I remember the Annie episodes more because back when they used to show it around 2 or 3 o clock in the morning I would stay up to watch So Wierd, The Famous Jett Jackson, and The Jersey and they mostly on shown the Annie episodes or the early Fi episodes.
Anyway, thinking back on it, Fi's episodes did seem a lot darker and thrilling. It was even scary sometimes but the Annie episodes were bright and young with a twist of supernatural weirdness. I actually liked them but both they are so different.
I remember when Fi left I kept thinking to myself, "So she isn't coming back. I HATE this show now." but I ended up loving the Annie episodes just as much.