This is one I've got on my todo list.  I've got all the issues of the main series and have been trying to figure out crossovers.  Early on in the series Captain Atom and Firestorm have guest spots in each others issues.  I haven't read the Firestorm issue but I feel it is important because it is their first meeting (and they seem to hate each other by the Captain Atom issue Firestorm appears in).

The map on this page puts the 2nd annual after issue 22 but doesn't map out the issues after 23 (opting to continue the series as part of Invasion) http://marvelmasterworksfansite.yuku.com/topic/6599#.U8-QxI1dX4s
It appears that Captain Atom is pretty significant in Invasion so that strategy isn't crazy.

I'm thinking about binding the Janus Directive as it's own book and writing up a summary page that I can include in the crossover series (I've already bound Suicide Squad but I'm planning on doing Checkmate!, Manhunter, and Captain Atom... No interest in Firestorm as of yet).  That way JD can work as a volume break, or I can continue right through it.  Just have to reread the issues while taking notes so I can write up a summary!