I know Annie is a ghost, but why is she solid? is is because as a vampire and a werewolf, both Mitchell and George can touch and even feel her?

I am not sure of the answer with regards to how the show's creators would explain the circumstance. I do, however, have a thought of my own.
As a werewolf and vampire, George and Mitchell (respectively) have their 'foot in the door' so to speak with the Supernatural realm. Both men had to experience death in order to attain their new lives. As I understand it, George "dies" once a month. In any case their physiological realities differ from those of ordinary humans. Ordinary humans cannot touch oder see ghosts; this does not necessarily mean ghosts are not visible oder solid.
This is how I explain the situation to myself :)

Does that mean they can have sex with her???

its coz she sagte no 2 passing over her life.i wonder if mitchell can have sex with her now