What tools do you use to annotate images?
I mean, for example, placing a screenshot into documentation with some text bubbles, arrows, numbers for references in text and so on.
Sure, you can do all of these in general graphics editor, but a specialized tool (or plugin for a generic editor) would be so much nicer and should produce more consistent results.
The best program I have come across is Screenshot Studio. It is commercial software though and only available for Windows.
As mentioned in the comments, there is a free version called Fireshot. It is limited to grabbing web pages. The feature set matches up fairly equitably with Screenshot Studio, so should be a viable option for doing web app documentation.
I think SnagIt is the best tool. It's a commercial tool, but it supports the whole life cycle in terms of taking screenshots and then annotating them.
I use Adobe Illustrator, OpenOffice Draw or Microsoft Word, depending on the situation and operating system. It's easy to cut-and-paste a screenshot directly into any of these programs.
They offer plenty of flexibility, and they are popular enough that most of the people I know already use at least one of them. Which means I can share the native file formats and don't need to worry about exporting to PDF or JPEG/PNG images first (I might want to change those annotations later).
It's also nice to be annotating using vector graphics, since this makes it easier to edit/scale shapes, arrows, etc. without losing quality.