Dear Hanquan
The problem is that how you run cufflinks/cuffdiff very much depends on you experimental setup and what you want do do with your RNA-seq data.
Generally I would run cufflinks with annotation as guideline - and I would use a lenient annotation (gencode, ensemblor UCSC). Then I would use the merged GTF (from all the individual cufflinks runs) as input to cuffdiff.
You can get more information in the protocol from the people behind cufflinks/cuffdiff here: http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=3334321&tool=pmcentrez&rendertype=abstract
If you provide more information about your experimental setup I can give more specific advice.
Hope this helps.
Kristoffer
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