don't go j++ if you want to learn java.
j++ is NOT java compliant which sucks.
deitel and deitel has a book. it's a learner's book. my class is using computing concepts with java 2 essentials by horstmann,
if you're learning from scratch, i would recommend the deitel and deitel or the horstmann.
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my class is using kawa.
if you can go command line, you can. it's part of the jdk.
also, you can download borland jbuilder4 foundation and use it for free.
sun also has a free IDE.