OpenJDK works best for me. It's simple and I have never faced any problem with it. Just follow these simple steps:

1. From Terminal install open jdk

   sudo apt-get install openjdk-7-jdk
   

2. Write a java program and save the file as filename.java

3. Now to compile use this command from the terminal

   javac filename.java
   

   If everything works well then a new "filename.class" file should be created.

4. To run your program that you've just compiled type the command below in terminal:

   java filename
   

NOTE

You can use any text editor (like gedit) ,

replace the filename with watever name you want

you need to be on same directory as the "present working directory" (got by running pwd) while running the command from terminal.