You can use Java Pluggable Annotation Processing API to write annotation processor which will be executed during the compilation process and will collect all annotated classes and build the index file for runtime use.
This is the fastest way possible to do annotated class discovery because you don't need to scan your classpath at runtime, which is usually very slow operation. Also this approach works with any classloader and not only with URLClassLoaders usually supported by runtime scanners.
The above mechanism is already implemented in ClassIndex library.
To use it annotate your custom annotation with @IndexAnnotated meta-annotation. This will create at compile time an index file: META-INF/annotations/com/test/YourCustomAnnotation listing all annotated classes. You can acccess the index at runtime by executing:
ClassIndex.getAnnotated(com.test.YourCustomAnnotation.class)
