If a creature with annihilator attacks and I respond with a kill {doom blade} etc, do I still sacrifice permanents?
Yup. By the time it attacks and the trigger is on the stack, it's too late to stop it, short of {Stifle} or {Trickbind}. The last point you can kill it to not have to sacrifice things is during the Beginning of Combat step before you know if it's going to attack (or who it'll attack).