if you are just beginning, I would advice a very simple text-editor and the command prompt, so you'll learn how to compile, package, run, ... your applications without an IDE hiding the steps you should take.
so, just beginning, notepad++ is a nice way to go.
when you're more familiar with both the language and the tools, you can step to a light-weight IDE, JCreator for instance for simple applications. it loads pretty fast and uses very little of your system's resources.
as for me: what I use depends on the project I'm working on.
when I'm working on a class library (supporting library, not a working stand-alone application) I usually start up NetBeans, same when I'm working on a Swing GUI (and no, I don't mean I use the editor, because the code that thing generates is crap).
if I'm working on a webapp, jsp, jsf, GWT, ... I'm more likely to boot up eclipse, or the eclipse based SpringSource IDE.
In the end, it all depends on which IDE you feel best with.