There are various and sundry spellings of this to be found on the 'net. Thanks to Fedelm Cruithni for the following information.

"...although you'll see "Danann" in the early translations, the insular scholars today spell it "Danann" in accordance with the genitive case in Irish grammar (which is a Latin-based grammar developed by the early Irish monks). They don't alter the early translations, though. You'll see this at Celt Corpus of Electronic Texts. They do not alter the old translations, but they do change the spelling everywhere else.

See here.

There's a paragraph on the etymology of Danu at Wiki which mentions that Danann is the genitive case here.

Also "Danann - genitive of 'Danu' (modern Irish Dana)" here.

The best example I've been able to google for the different cases of "n" in Irish grammar is in the word Éire, as follows:

The country is Éire; the genitive case is Éireann and the dative is Éirinn."