This week's book giveaway is in the Performance forum. We're giving away four copies of The Java Performance Companion and have Charlie Hunt, Monica Beckwith, Poonam Parhar, & Bengt Rutisson on-line! See this thread for details.
That can be as simple as writing out your data as a text or binary file. If you want to get fancy or read the data in Excel you could use comma or tabs to seperate the fields. You can get as complex as you want. I've used RandomAccessFile to store data in fixed records and used an "id" which was the offset of the record in the file. Makes for very fast access.