I highly recommend this outstanding review: Yandell, M., & Ence, D. (2012). A beginner’s guide to eukaryotic genome annotation. Nature Reviews Genetics, 13(5), 329–342. doi:10.1038/nrg3174
This review paper might be helpful too if you work with bacteria: Stothard P., Wishart D.S. Automated bacterial genome analysis and annotation (2006) Current Opinion in Microbiology, 9 (5), pp. 505-510.
For bacterial genomes we have used DIYA very successfully (http://gmod.org/wiki/DIYA) in a linux environment, implemented in a semi-automated pipeline as part of the MiniLims package from BioTeam. The output is a GenBank-ready file that can be analyzed in any viewers that can interpret such files.
This is a really general question. You can research gene prediction by looking at review articles on gene prediction (none I know off the top of my head) or by going to a pipeline-centric article. Such pipelines include PGAAP, RAST, BASys, Clovr, and CG-Pipeline.