I think the most straight forward approach would be to intersect the co-ordinate file with the annotation file. In more detail, get the annotation data file using UCSC table browser. There are lot of posts dealing with that, like the one here using MySQL. Once you have the table with geneNames, co-ordinates and/or other features, use IntersectBed part of Bedtools suite and overlap you reads with this table. So, if two peaks are in the nanog gene, your output will show you that.

For promoters, define your promoters like +/-2.% KB of TSS, make a script to change the co-ordinates of annotation file and again overlap.

For Intergenic regions, use the paramter '-v', which will give you list of peaks, not intersecting with annotation file, so either they fall (most of them) in Intergenic region or unannotated Region or repeats, this will tell you that, Check galaxy server, it is also capable of doing that.

HTH

Sukhi

Actually I am not working with resequencing data, but I have some Illumina CpG islands probe sequences which doesn't have any gene mapping information, so I wanted to know how to map these probe sequences to any gene or functional annotation.