There are many different ways to anneal your brass. With a few basic tools that you can find around your house. You can anneal your brass just as good as any expensive machine can do at a fraction of the cost.
This video shows the benefits of annealing your brass compared to not annealing your brass. What happens to brass if you fail to anneal it. Annealing your brass realigns the molecules with heat (metal or glass) and allowing it to cool slowly, in order to remove internal stresses and make it easier to work with.
For the purpose of this video, I cut the brass in half with a Dremel.
Materials used for annealing:
Deep Socket
Cordless Power Drill
Propane Torch
I did not water quench my brass after annealing.