You should try netbeans http://www.netbeans.org

Oracle Jdevelop, just download it from Oracle's site.
is like Visual Studio .NET but for Java.

I think you can try to use with IDEs:

1. JBuilder 6 (Borland)
2. VisualAge for Java (IBM)

In my opinion, I like more using both JBuilder and
VisualAge than the other ones.

But none of these 3 is really free, at least in their
complete or enterprise versions.

Try Sun One studio (formerly Forte), or NetBeans

Have you ever try JCreator? It has several packages
depended on your OS. But we have to think about it
nothing absolutely free, it is just liked any other
packages, only a teaser. If you are a student then
the JCreator LE is enough, but if you are a pro then
you needs to pay a little token.

Of all the Java IDE, I think JCreator is the best
because it does not developed any code for you. It
only help you handle the mundane tasks so you could
concentrate on your logic.

Other alternative is Forte... get it at www.sun.com...