Where should I invest with an average $3,000.00 anually?

It depends upon your financial and life situation. A retiree on a fixed income that is struggling will have very different needs than a 22-year old coming out of university.

1. Ask yourself what your appetite for risk is. Is the fear of losing 10% of your money three times greater than the joy of making 10%? Do you have a burning obsession with living a certain lifestyle when you retire? Are you a worrier?

2. Look at your future cash flow projections? Do you want to have kids soon? Will you go back to school? Are you going to buy a house soon? Is your car on its last legs? Is this investment for the long-term (i.e. 50 years or 50 days?).

3. Use that information to map out what you should do with the money. The trade-off is risk for rewards. Higher rewards come with higher value volatility. If you are young, having improving outlook for future income and don't have any imminent cash flows coming up - put it in riskier assets. If you are older, have needs for the cash and are a bit squeemish about losing money, put it in less risky assets.

Riskiest assets:
Illiquid assets (art, wine, over-the-counter securities)
Private Equity (including own businesses)
Currencies
Commodities

Risker assets:
Junk bonds
Stocks
Real Estate

Less risky assets:
High grade bonds funds

Very little risk:
Goverment bonds

Negative value investments:
Depreciating assets (e.g. cars, consumer items, boats)
Bank accounts (i.e. earn less than inflation)
Cash in coin/bills

4. When you buy, purchase a diversified portfolio. On average, you will have the same amount of returns for less risk than a non-diversified portfolio.

If you are asking Y!Answers, you are probably need a little help:
a. Look at Vanguard for no-load funds. Pick a globally diversified fund.
b. Look to invest in high-grade government bond funds. Those funds are also available at Vanguard. I do not recommend high-yield bonds now as expansion of the yield spread should overcome any decrease in short-term rates. In other words, the higher return is not worth the risk.

Hint: Take a look at your total net asset portfolio (what you own less debt). If you are an average Joe, you should be about 50-80% stocks, 10-40% bonds and 0-10% others (e.g. commodities) without your house. Including your house, you should be about 25-50% real estate. 40-60% stocks, 5-30% bonds and nearly nothing in others.