Thinking in Java
"Thinking in Java", is one of the best comprehensive book on Java by Bruce Eckel. It covers all the advance topic of Core Java.
Best book who have some prior knowlege of programming language or who want to move from other object oriented language to Java
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Brewing Java: A Tutorial
A huge, one-page guide that introduces you to the basics of Java programming (how to install Java onto your OS, the basic syntax, objects, and classes)
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O'Reilly Java in a Nutshell Online Quick Reference for JDK V1.1
A reference book on Java JDK from O'Reilly.
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