I bought a book by Marty Hall, Core
Servlets and JSPs,
http://www.coreservlets.com/. It walks through the origin on the technologies, compares them with other technologies such as CGI/ASPs, and walks through real life examples of code in both servlets and jsps. It's a Sun book, so it's authoritative too. It doesn't help much with JDBC or RMI. The other book mentionned by namita, the JavaServer Programming J2EE Edition is the best by far. It's what I am using to study for my cert.
Good luck,
investor