SDK

Build System (ant)

Even if it is integrated into your IDE (if you use one) you most certainly want to install Apache Ant separately in your box. This will make your life easier if your IDE has fucked up something with its ant-stuff, or you simply want to build something without firing up a fat IDE (e.g. automated builds in cron-jobs). Download it, read the build documentation, install it (e.g. in /usr/lib/ant) and make a symlink from ANT_HOME/bin/ant to /usr/bin. Don't forget to set ANT_HOME in your .profile.

Eclipse

Eclipse is IMO a really bad IDE. Many people use it, although I don't know why. For resources search their homepage, or try to find an hint in comp.lang.java.softwaretools

There is an article with images out there about debugging in Eclipse