Preview: Change the Fill option for the Annotate tool
The fill colour is in the same toolbar, see pic…

[Edit - updating for Yosemite, Mavericks is below…)

Yosemite -


Show Toolbar
Fill drop-menu
Transparent is the one with the red line through, top left of the colour-picker.




Mavericks - 


Rectangle tool.
Fill colour
Transparent is the one with the red line through, top left of the colour-picker.