A MANSION FOR DADDY WARBUCKS
THE set designers needed a mansion for shooting ''Annie,'' Columbia Pictures' film version of the long-running Broadway musical. But not just any mansion. The director, John Huston, wanted one that could easily house the film's eccentric billionaire, Daddy Warbucks, and copies of such colossal status symbols as Rembrandt's ''Night Watch,'' the ''Winged Victory'' and, of course, the Venus de Milo. For months nothing appropriate turned up. The best houses had long since become museums and, according to Dale Hennesy, the production designer, others, like the familiar palaces of Newport, R.I., had lost their ability to dazzle by appearing in too many films and television commercials.
