Writing Anya can be a tricky thing. It's very easy for fanfic authors to pigeon-hole Anya into this very two dimensional character - she likes sex and money. Period. I think that if you treat Anya in this way you lose a huge amount of a very interesting character.
Here are some tips I try to remember when writing my own fic that I hope will help you in yours:
Anya has shown she loves very deeply, the scene in Hell's Bells where she is rehearsing her wedding vows shows this very clearly. The line that always sticks with me is "I get to be with my best friend forever."
Anya also has a fear of small spaces and being unable to control her surroundings, as the scene when she starts tearing her clothes off in "Older and Far Away" shows.
Anya loves to dance, some examples of this on the show are the Bronze scene in Dead Things when she and Xander get their 'Groove thang' on, "All the Way" when she does the 'Dance of Capitalist Supremecy', of course "Once More With Feeling" when she starts 'Dancing Crazy', and "Entropy" when she tells Spike about her 'Sexy Dance'.
Anya has a fear of bunnies, this can manifest itself in countless fun puns, er, funny bunny moments that is. Ok moving on...
Anya is a capitalist, she likes money, counting it, dancing with it, and yet we haven't seen many examples of her spending it. She is more of a hoarder than sharer, remember that if you intend to send her on a shopping spree. Anya is a window shopper, she's not going to be coming home with bags of new clothes.
Yes, Anya likes sex. She is the instigator, the aggressor, probably the one on top too. Anya views sex as the act of intimacy it is. She rarely takes it casually. She is aware that sex is part of a greater mating ritual. It also does the author a great service to remember that Anya is more that one thousand years old. She was born in an age where casual sex could get you thrown in the stocks or worse. Also remember that canon has shown Anya with exactly two men, and only one of them while she was human. Further more, Anya was with only two men as a human in her entire life (Olaf and Xander). She may be crazy about sex, but she's not going to give it up to just anyone without a reason. For the writer this means there must be more of a lead up than one shot, two shots, go.
Anya is a vengeance demon as of season six. It you write Anya as a human make sure you know your place in canon. Don't limit yourself to one season in your writing, she was human for three seasons on the show, as well as her first round 1000 years ago. Don't be afraid to go back in time and explore her history.
Anya the demon got around. She was in Rumania about 400 years ago hanging out with Dracula, she could materialize anywhere she wanted. Run with that. Period pieces can be fun if you do your research. There are many sites out there that will tell you what people were wearing at any point in history, what slang they were using, what sort of household amenities were available, etc. It is always worth an hour of research to pepper your story with historical tidbits. Research will make your writing better every time.
Anya can be great fun to write, she's always ready with a one-liner, she's brutally honest, seeing no reason to lie or hide her feelings, she is liberated, possibly to a fault, but being forthright can also have it's advantages.
Her hair is also a point of great fun. Anya has without a doubt had some of the worst hairstyles in known history. Think three year old in mommy's bathroom and you pretty much have Anya-Hair down.