@Sander - Thanks for the link to my code. I've also used LocusZoom and found it useful. You can probably d/l a local copy and mod the code to add text to the plot.
@Sarah - It shouldn't be hard to add the text in R using a text() command after creating the plot using the code in http://gettinggeneticsdone.blogspot.com/2011/04/annotated-manhattan-plots-and-qq-plots.html. You could even join your list of SNPs to a list of genes (as in http://gettinggeneticsdone.blogspot.com/2011/06/mapping-snps-to-genes-for-gwas.html ) and then automatically add gene labels if p is less than a threshold.