On my tests, an int, byte, and short are about the same. Long, double and float are slower due to their size and, presumably, precision issues.
Here is some code I had laying around and some of its output on JDK 1.2.1.
Admittedly, this is quick and dirty. Your mileage can vary on other VMs.
Peter Haggar
------------------
Senior Software Engineer, IBM
author of:
Practical Java