Most
Java tools to develop web services are free for development. Try weblogic workshop or IBM WSAD. They are both free for development. Axis is my number one choice but you do not like it for some reason. If you use a vendor tool, it will come with tons of
doc and tutorials to help you go through step by step process of developing web services. You may also want to try IBM red books on web services.
JWSDP from sun can also be used to develop web services.
You did not specify whether you want to write a service or a client. If you want to write just client go to
www.xmethods.net but I do not think it contains step by step procedure to write clients.