You can use tools like biomart (http://www.biomart.org/biomart/martview/) or others like DAVID (http://david.abcc.ncifcrf.gov/) and Panther (http://www.pantherdb.org/).
If you use Bioconductor, the package NCBI2R (http://cran.r-project.org/web/packages/NCBI2R/index.html) is helpful for rapid annotation of genes and SNPs. You can also try Webgestalt (http://bioinfo.vanderbilt.edu/webgestalt/) which will input most gene and protein IDs from major databases as well as microarray IDs. These tools also have the advantage of also facilitating pathway analysis and functional enrichment from a list of genes or SNP IDs.