"Big Java" seems to be the choice at my university, though Java isn't my primary language, so I dunno how much detail the book goes into. It's good to learn with though.
I find the the For Dummies books are usually pretty good. I haven't use any of the Java versions but I've used the C++ For Dummies and it helped quite a bit. There are also tons of free online resources if you just do some Googling.
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