I'm using _The Java Class Libraries Second Edition, Volume 1_ by
Patrick Chan and company from Sun. It covers java.io, java.lang,
java.math, java.net, java.text and java.util. It is 2000 pages long
and full of examples. Volume 2 covers applets and other stuff but I
didn't buy it because I'm not working with that stuff and the books
are expensive. This is not a tutorial -- the classes are listed in
alphabetical order.
Bruce Eckel's _Thinking in Java_ is probably better for getting
started. I started out with O'Reilly's _Java In A Nutshell_ which is
also pretty good.