Welcome to JavaRanch, John!
Perhaps where to go next depends somewhat on what you're already familiar with and what you want to accomplish.
If you're new to programming in general...
In between chapters while reading those great books, write lots of programs. Hundreds of them.
Places to find Java programming exercises:
The JavaRanch Cattle DriveRoedy Green's List of Student Java ProjectsProjects associated with various chapters of Bradley Kjell's Introduction to Computer Science using Java - the project links are on the right side of the pageProjects associated with various chapters of David J. Eck's Introduction to Programming Using Java If you're already a great programmer, then perhaps improving on OOAD (Object-Oriented Analysis and Design) and design patterns understanding, with books like "Head First Design Patterns" and Craig Larman's "Applying UML and Patterns", is the way to go.
If you want to learn server-side programming, then
the JavaRanch Cattle Drive includes a decent introduction to servlets and JSP's. After this introduction, the next steps might include learning a web application framework like
Struts, or learning more JEE (Java Enterprise Edition) technologies like EJB's.
If you want to write programs for mobile phones, then jump into J2ME.
If you want to write desktop programs with pretty GUI's, then maybe dive into Swing.
Some folks pursue
certifications as a means to focus and organize learning efforts, and to validate understanding.
Etc... (It's time for me to focus my efforts back onto my work...)
[ June 12, 2007: Message edited by: Dirk Schreckmann ]