If you are looking for /Resource/Id and that resource does not exist, I had always though that 404 was the appropriate response. However, when returning "null" from a Jersey handler, I get back a "204 No Content". I can likely work with either one, but am curious to others thoughts on this.
To answer my own next question. To get jersey to return 404 you must throw an exception.
if (a == null)
throw new WebApplicationException(404);