Below are links to several tutorials on Java programming. These tutorials are especially useful if you already have some experience with another programming language, or at least some familiarity with basic programming concepts.
http://www.mindview.net/Books/TIJ/ Free Electronic Book: Thinking in Java, 3rd Edition, by Bruce Eckel. An electronic book that you can download to your local drive. It is one of the better learning tools for Java programming, though it presumes prior programming knowledge.
http://www.dickbaldwin.com/tocint.htm Java and JavaScript Programming, by Richard G. Baldwin. An excellent, comprehensive tutorial that makes the subject easy to learn.
http://www.ibiblio.org/javafaq/books/jdr/chapters/ The Java Developer's Resource by Elliotte Rusty Harold. An online version of the book by the same name. The book was developed from the same author's Brewing Java: A Tutorial, which can be found at http://www.ibiblio.org/javafaq/javatutorial.html.
http://java.sun.com/docs/books/tutorial/ The Java Tutorial by Sun Microsystems. A well-structured introduction to the Java language.
http://java.sun.com/docs/white/langenv/ White Paper - The Java Language Environment by Sun Microsystems. A thorough description of the Java language with a useful feature: comparison of Java with C and C++.