It seems that the wisdom here is changing. Today I installed IntelliJ IDEA 9 and noticed that its "missing @Override inspection" now catches not just implemented abstract methods, but implemented interface methods as well. In my employer's code base and in my own projects, I've long had the habit to only use @Override for the former -- implemented abstract methods. However, rethinking the habit, the merit of using the annotations in both cases becomes clear. Despite being more verbose, it does protect against the fragile base class problem (not as grave as C++-related examples) where the interface method name changes, orphaning the would-be implementing method in a derived class.
Of course, this scenario is mostly hyperbole; the derived class would no longer compile, now lacking an implementation of the renamed interface method, and today one would likely use a Rename Method refactoring operation to address the entire code base en masse.
Given that IDEA's inspection is not configurable to ignore implemented interface methods, today I'll change both my habit and my team's code review criteria.