Well, it will depend a little bit on your age as to what it will entail. I am guessing that since you do see an OB/GYN regularly that you are not a pediatric patient. Other than that educated guess, I do not know your age, so without that I can just give you some possibilities:
If you are young (20s-30s) you will probably just get your vitals checked (like you do when you go in when you are sick or injured), you will most likely be asked more questions than anything, especially if this is your first routine annual exam, and even more so you are a new patient to this particular GP. Things like your medical history, your family medical history, what medications you are on, what substances (tobacco, alcohol, drugs, etc.) do you use and if any how much and how often do you use them. They will probably throw a few questions in there to check and make sure there is nothing from a psych standpoint going on (case of depression or anxiety, etc.).
Most cases they will ask you to walk (they want to check your gait to see if there is anything off about it that may lead them to want to do any X-Rays or tests to check your bone and joint health). They will check your reflexes, muscle, eyes, etc. They will have a look at your eyes, ears, nose and throat. They may check your glands and lymph nodes. And palpate (feel and push around) on your abdomen). They will also listen to your lungs.
As long as there is nothing alarming, then this should wrap it up. Now if you came in presenting with a pulse rate or blood pressure level that was a little high, or they notice anything else, then they may order up some routine blood work, such as a CBC, hematocrit, chem panel and a metabolic panel. If you are in your 30s and have family history of certain things like high blood pressure, then they will probably perform the above blood work even if you do not come in presenting with any elevated BP levels or other abnormalities.
Now when you start getting middle aged and especially close to 50, then these physicals/annual exams will usually become a bit more involved, because for one, at this point most people are on some maintenance medications which need blood work for monitoring purposes, as will the risk for things such as Type II diabetes increase, so they may add a Hemoglobin A1C as well as a few other tests to your blood work. They may also order a urinalysis as well (not for drug testing) but for testing of kidney function (like BUN/Creatnine ratio, etc.). Then they will start wanting to have you get mammograms and colonoscopies and some other more invasive procedures, however in most cases these will not actually be performed as part of the annual exam by the GP, but you would instead be referred to another place for such procedures.