I personally have used only JCreator and JBuilder. JB has a lot of neat little toys but it is difficult to use effectively. JC is a lean FREE tool that works great.
The best for beginners though is TextPad. It can do syntax highlighting for several different languages--not just
java. It has a built in compiler that uses the the JVM on your machine. IMHO, since it is one step above using the command line(which is also available), it is the easiest to use while learning java--with minimal studying(of the
IDE).