In order to create REST Services using JDeveloper, you will need to include Jersey jar files in your Projects. I guess you can create other implementations, but Jersey works just fine.
I will be using Jersey 1.17.1, which works great with JDeveloper 11.1.1.x. I have downloaded jersey-archive-1.17.1.zip and jersey-bundle-1.17.1.jar. Ideally you just need jersey-bundle-1.17.1.jar, but it appears that we also need to include asm-3.1.jar from jersey-archive-1.17.1.zip file.
You can just setup Jar files as dependencies on your Project, but it works best if you create a JDeveloper Library. You can install this library on your Developer machine as well as on your Build machine.
Download - My Extensions Zip Archive
Unzip downloaded myextensions.zip in c:\temp. Using command prompt, go to c:\temp\myextensions. You can now run setup.bat file to install Jersey Library in your JDeveloper installation. You will need to set JDEVELOPER11_INSTALL_HOME environment variable, which should point to your JDeveloper installation.
You can open setup.bat to see what it will copy to your JDeveloper installation. You can obviously modify / extend this to install other types of Libraries.
Once you run setup.bat, start JDeveloper and see Library named My Jersey. (Tools - Manage Libraries).