The only way I'd ever spell this name would be Alannah, it looks complete to me and this spelling comes from the irish 'a leanbh' which means 'darling' or 'love' and I think it really gives the name substance.
Out of your two spellings I think I prefer Alanna, but to be honest it still feels incomplete to me. It's a lovely name though, and I love how you can have Allie or Annie as pet names for it. It's girly but spunky as well and I think it's a really light name.
We spell our daughter's name with two Ns -- Alanna -- and pronounce it to rhyme with Bahama(s). wh The name wasn't on most people's radar when she was born so we got a lot of mispronunciations for a long time; now, though, there are more Alannas out there and most people pronounce it correctly. We went with Alanna because Alana just doesn't look right. :)