Sure,
IntelliJ IDEA (advertised here on JavaRanch) is the best i've ever seen, and is absolutely beautiful to work with. Expensive though.
jEdit text editor is great if you are looking for something to just edit code with and don't really care about more advanced functions - it doesn't have a built-in compiler though so you'll have to do that from the command line, which I've found gets really old once you've got three or four classes.
There are a few other really good ones out there - you might want to check out
Java Studio Creator - the new
IDE from Sun - I haven't used it but it is probably pretty good. NetBeans is alright too.
There are some great reviews of IDE's and lots of other Java software at the
Java Developer's Journal site you may wish to check out. Post again if you like with what you find, I'd be curious to know what you end up choosing - I went through a long search myself before coming to intelliJ IDEA.
It's really a matter of personal choice - some people just like to work from the command line with vi or something on Linux and some like myself prefer a nice attractive gui.

[ August 17, 2004: Message edited by: Ray Muirhead ]