Dill is super easy to grow as an annual. The difficulty is keeping it from seeding itself and coming up all over the garden! If you want to keep it as an annual, cut off the seedheads before they dry and drop the seeds. Fernleaf dill will go to seed slower, giving you more fresh tasting leaves to store.
If you like the taste of oregano, you will absolutely swoon over the depth of flavor that marjoram offers. It is like oregano in 3D. Rich, fantastic taste with no bitterness that oregano sometimes has. Grown as an annual for any of us that live below zone 8, marjoram grows fast and furious during the warm summer months.
Rosemary is a tender perennial. That is, it can be grown indoors and brought back outside the following year, but it does require some patience and special attention. It is easier and much more practical, to consider rosemary to be an annual. The wonderful thing about rosemary is that it keeps its lovely flavor and aroma when dried. Grow and prune your rosemary all season and use the dried herb all winter.