Which tool shall I use for java?

To develop Java programs, one option is using a tool that contains at least:

1. A text editor so that you can write code
   
2. A compiler to compile and detect errors in your code.
   
3. Runner so that you can execute your code and run the resulting program.
   

A tool with such built-in capabilities is called Integrated Development Environment (IDE).

There are many IDE's out there, either open source (free) or paid. To name some: Eclipse, NetBeans,JCreator, JBuilder,IntelliJ.

I personally experienced many. As for now, further comparing the most common ones is beyond the scope of this tutorial.

There is a wealth of information on how to install, configure and use your chosen IDE in its respective website.
So to avoid recreating the wheel I briefly show the road-map and let you learn yourself by practicing.

Eclipse IDE:

1. Download and install a Java Runtime Environment (JRE 5.0 Update 9, as for now)
   
2. Download and unzip Eclipse SDK package: http://www.eclipse.org/downloads/
   
3. To run Eclipse IDE simply run the included eclipse.exe or eclipse executable in the unzipped directory.
   

For advanced configuration and related topics: Eclipse FAQ.


NetBeans IDE, another powerful IDE, can be separately downloaded from:
http://www.netbeans.info/downloads/download.php?type=5.0

But I strongly suggest to download the bundled file (JDK 5.0 Update 9 with NetBeans IDE 5.0 Bundle) from:
http://java.sun.com/j2se/1.5.0/download-netbeans.html

This way you get NetBeans IDE and the needed J2SE as a bundle so that you don't need to download and install them separately.