First link:
java.sun.com. This is the site maintained by Sun and devoted to Java. This includes core Java, extensions, tutorials, guides, documentation, and message boards.
Now, you'll want (probably) the J2SE 5.0 SDK download available
here. The default package comes with Netbeans, which I've grown to enjoy a great deal as an IDE, and it was designed specifically for Java programming. The current version is 4.0 Beta 2, so it might still be a little rough around the edges, but I've been using Beta 1 for a while now, and it holds up fine.
The alternative is
Eclipse. I haven't used Eclipse, so I can't comment on it, but it seems to be about as popular as Netbeans. Seems to be a vi vs emacs type situation.
You'll want to bookmark the
API, which details all the Objects available with the core download.
Sun tutorials can be found
here. I usually just hit google if I need something else.
The
Java Tutorial would be a good place to get up to speed quickly. Of specific note is the
Language Basics that I still occasionally refer to because it covers the language syntax in a quickly-referenceable manner.