I've flown into Lausanne direct from Troyes and departed Annemasse - Annecy enroute to Cannes. The direct route is significantly shorter (c60nm), the mountains are no higher than via Annecy and you are (or at least can chose to be) over the high ground for a shorter period, so local weather permitting I'd take the direct route if you've got any time pressures.
As you probably know, the Annemasse - Annecy route is stunning so if you've got the time you should try it either inbound or outbound. The earlier comments about Geneva's Class C are spot on so you need to factor into your contingencies that you are very unlikely to get a vfr transit clearance.
The approach to Lausanne's northerly runway is wonderful too - over the lake and then relatively low level over the city to the airfield which is a few hundred feet above lake level. Its a small and friendly field.
W