To my knowledge, Guice doesn't do any classpath scanning out-of-the-box, though a lot of people have written code to do that. So, there's nothing magic in an annotation in and of itself that will do anything to make Guice know about it.
Honestly, classpath scanning is evil - if you have managed classloaders it won't do what you expect (that includes test classloaders in some cases), and generally forcing the JVM to load every class on the classpath is a nasty, extreme solution.
Annotation processors are actually really easy to write. Just have it collect the annotated classes at compile-time and write them out somewhere under, say, META-INF. Then at runtime, load all such resources, parse them and use Class.forName to get your classes.
Here's an example:
-Tim