Articles and Books: There are many good Java references, including the following:

Geary, D.M. (1999) Graphic Java: Mastering the JFC, Sun Microsystems Press , Palo Alto, CA.
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Horstman, C.S. and G. Cornell (1999) Core Java Volume I: Fundamentals, Prentice Hall , Palo Alto, CA.
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Horstman, C.S. and G. Cornell (2000) Core Java Volume II: Advanced Features, Prentice Hall , Palo Alto, CA.
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Topley, K. (1998) Core Java Foundation Classes, Prentice Hall PTR , Upper Saddle River, NJ.
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WWW Pages: There are many good WWW pages devoted to Java programming, including the following:

Java Tutorial

Object-Oriented Programming in Java
Exceptions
Input/Output
Threads
Collections
Generics
2D Graphics
Audio
Graphical User Intefaces
Network Programming
Reflection
Remote Method Invocation
Regular Expressions
Drag and Drop Data Transfer

The Java Developers Almanac

Java Theory and Practice (by Brian Goetz)

There are also some WWW pages devoted to advanced Java topics, including:

The Java Virtual Machine Specification

Programming Practice: There are many good WWW pages that contain small Java programming assignments, including the following: