Here you can find : http://genome.ucsc.edu/cgi-bin/hgTables?command=start

GENCODE annotations should work fine with Cufflinks:

http://www.gencodegenes.org/

Note: Look for a version of annotations for hg19.

You can also reformat another GTF to work with Cufflinks. Cufflinks requires the 9th field to be of minimum format:

gene_id "Gene_ID"; transcript_id "Transcript_ID";