Eclipse (
www.eclipse.org) and Netbeans (java.sun.com) are two excellent choices.
Netbeans lets you "stay closer to Java", has terrific servlet support and has a Swing-based GUI builder.
Eclipse is arguably more powerful; its biggest drawbacks are that it does not have a GUI builder and does not always encourage you to write portable Java code.
Both Netbeans and Eclipse run on all major platforms, including Windows and Linux.
Both can coexist with each other on the same box. If you've got the disk space, I encourage you to try both and see which one you prefer!
Hope that helps .. PSM