Sites
Books

The Java Programming Language The JavaTM Programming Language - Java book (3rd ed) by Arnold, Gosling and Holmes by Sun, creator of the language. Probably, the best book on Java. Thinking in Java Thinking in Java - by Bruce Eckel. One of the best books available on Java. A very good book for beginers as well as professionals. Also available in electronic version at authors website.
TJava Rules Java Rules - by Doulglous Dunn. A very good book for any serious Java developer. Explanation is thorough and exhaustive, this can be termed as - JLS explained! Practical Java Practical Java - by Peter Hoggar. One of the best books available on Java. A very good book for beginers as well as professionals. Also available in electronic version at authors website.
O'Reilly Books On Java - They have got some very good books on individual Java Topics such as Java Servlets, Java Network Programming, Concurrent Programming and so on. I'll list some good ones later.