Rare earth-doped zinc oxide (ZnO:RE) systems are attractive for future optoelectronic devices such as phosphors, displays, and LEDs with emission in the visible spectral range, working even in a radiation-intense environment. The technology of these systems is currently under development, opening up new fields of application due to the low-cost production. Ion implantation is a very promising technique to incorporate rare-earth dopants into ZnO. However, the ballistic nature of this process makes the use of annealing essential. The selection of implantation parameters, as well as post-implantation annealing, turns out to be non-trivial because they determine the luminous efficiency of the ZnO:RE system. This paper presents a comprehensive study of the optimal implantation and annealing conditions, ensuring the most efficient luminescence of RE3+ ions in the ZnO matrix. Deep and shallow implantations, implantations performed at high and room temperature with various fluencies, as well as a range of post-RT implantation annealing processes are tested: rapid thermal annealing (minute duration) under different temperatures, times, and atmospheres (O2, N2, and Ar), flash lamp annealing (millisecond duration) and pulse plasma annealing (microsecond duration). It is shown that the highest luminescence efficiency of RE3+ is obtained for the shallow implantation at RT with the optimal fluence of 1.0 × 1015 RE ions/cm2 followed by a 10 min annealing in oxygen at 800 °C, and the light emission from such a ZnO:RE system is so bright that can be observed with the naked eye.