I have started learning Java and I don't really get on with Netbeans.
(I found it hard to compile and debug etc but that could because it is late here).
What IDE do people use and why?
Is it free?

Eclipse, because it's what Google recommends for developing with Google Web Toolkit (which is Java).

Eclipse here too. It's a great application and extendable so, with plugins, you can also use it for C/C++, python, perl, ruby, even SQL stuff and much else - just about anything really. It can be a bit awkward setting stuff up sometimes but there's loads of information to help on the web. It's really great for java stuff. Definitely worth a look.
To be honest I like netbeans too - maybe you just need to take a bit of time setting everything up right. Have a Google around - there's loads of helpful information available (unlike some IDE's) but definitley more for Eclipse, (and it seems more users). Eclipse seems to be the "de facto" standard for lots of languages (although it isn't so hot for assembler - but aside from Vim/NASM - what is)?
Eclipse also has a very helpful forum here which is full of knowledgeable people and has helped me when I'm really stuck.

Eclipse here as well, as I can use it for Java, C, C++. Also, I can use it on various platforms including windows.

I use Eclipse, because that's what my current and past few jobs required, but I hate it with a passion. Its build system is opaque, the editor is missing major capabilities, and the layout is hard to get right. But it's one of the most popular ones.

I also use eclipse. However, I did use netbeans a while ago and it was ok for me. No problems with compiling/debugging. I basically switched for the same reason that dugan already stated.