The Standard Java API Docs can be found at http://java.sun.com/reference/api/index.html. You will need to know which version of Java you are using to pick the appropriate documentation. When you click on the link for the appropriate javadocs, you will see a window split into 3 frames. The upper-left frame contains a list of all the packages in the Java API. The lower-left frame contains a list of all the classes in the Java API. If you click on a package name in the upper-left frame, the lower-left frame will reload to list only the classes in that particular package.
The third and largest frame contains the actual documentation. When you first load the API docs, it will contain an overview of all the packages available. Each package has a brief description of its purpose and the classes it contains. When you click on a package name here, a overview for that package will load in the main frame, including a list of each class in that package. When you click on a class name, then the documentation for that class will load in the main frame. You can also click on the class names listed in the lower-left frame to load the appropriate documentation in the main frame.
Another nice site is http://www.jdocs.com/ - it has the docs of the Java core APIs and over a hundred addtional open source projects, is full text searchable and includes user comments. There is even an Eclipse plugin!
Similarly helpful is javadocs.org, which -given a J2SE or J2EE class anme- redirects to the javadocs for that class. For other classes a Google search is started.