In general you can have two sets of SDKs
1. Sun's implementation which is the reference implementation and is the standard. You can find  this in http://java.sun.com/javame/index.jsp
2. The phone's vendor implementation which might have added functionality i.e. Nokia, Motorola, etc. For this you have to look into their own website. Depends which phone you are using.
Netbeans is a very good  IDE. You can install netbeans and its mobility pack from
http://www.netbeans.org/
and
http://www.netbeans.org/products/mobility/

As you have already mentioned, you can install the wireless  toolkit and have all list of simulators in netbeans. Netbeans also integrate company specific simulators too.
There are loads of papers and examples in http://java.sun.com/javame/index.jsp that you can start  with for both phones and handheld devices.