Comment Java Tutorials on Sun (Score 1) 558
http://java.sun.com/docs/books/tutorial/
You really only need the JDK. I'd get "JDK 6 Update 7 with Java EE" at http://java.sun.com/javase/downloads/index.jsp and also the javadoc distribution. Start with that and a good IDE like Netbeans or Eclipse. I'd actually recommend Netbeans although I use Eclipse myself; Netbeans should be easier to get started with and seems to be a little less quirky.
Some of Sun's tutorials have code that are already Netbeans projects. Go through basics first like understanding the langauge (e.g. differences/similarities w/ languages you know) before worrying about stuff like Swing (UI), or anything J2EE-related- you'll get there eventually.