SCJP Sun Certified Programmer for
Java 5 Study Guide (Exam 310-055) (Certification Press) by Katherine Sierra, Bert Bates
(ISBN: 0072253606)
Above is one of the best around.
Java 5.0 Tiger: A Developer's Notebook by David Flanagan, Brett McLaughlin
(ISBN: 0596007388) is also good. If you are an experienced Java 1.4 programmer, this book would give you a quick run-through (not comprehensive) to the new features in Java 5.
Hope this helps.