http://javaalmanac.com/egs/
almost all there with examples

Free, good, and official Java tutorial:
http://java.sun.com/docs/books/tutorial/

Thinking in Java 3rd Edition，中文版 + English version
http://java.galesoft.com/

Code Conventions for the JavaTM Programming Language
http://java.sun.com/docs/codeconv/html/CodeConvTOC.doc.html

Java API doc
http://java.sun.com/j2se/1.4.2/docs/api/index.html
http://java.sun.com/j2se/1.5.0/docs/api/index.html

api 中文版 and many others
See links in 『 Java新技术,新闻，应用与资源等 』

Java Documentation in HTMLHelp and WinHelp Formats
http://java.sun.com/docs/windows_format.html

Excellent article about Runtime from JavaWorld!
http://www.javaworld.com/javaworld/jw-12-2000/jw-1229-traps.html