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As for Java, j2sdk contains jdk and some other stuff. jdk in turn contains jre (runtime environment) and some other stuff.
Since you're going to develop some Java apps, I recommend using the jdk, unless you absolutely need some J2EE/J2SE features. Check out java.com for info.
As to what you want to download - the .bin or the .rpm.bin -, that depends on your distro. Your distro must support the use/installation of rpm packages.
But, rpm is short for "red hat package manager" and Fedora supports those.
So, you can actually choose if you download the .bin or the .rpm.bin. Both should work. The only difference will be that, whereas the .bin will simply extracted and installed, the .rpm.bin would actually be extracted and then installed via the rpm mechanism. This implies that the package will be registered in rpm's package database, so that you can get updates later on and stuff like that. So, I suggest you use the .rpm.bin, unless you're going to install it on other Linux machines too.
As to install MySql, I propose that you download both a server (there are many flavors, including the standard one that you mention) - check out the site of MySql to know which version is for you.
I have a similar setup as you (FC3, Tomcat webserver, JSP, MySql database for user authentication and stuff like that). But I haven't downloaded the "connector-java" stuff you mention. I think those are a specific set of JDBC drivers. MySql installation already includes some drivers. Depends mostly on the driver you want to use.
I have also installed some additional Java commons packages:
commons-collections
commons-pool
commons-dbcp
(use Google to find them).
They were required for database connection pooling.
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