Method 4 is best.

if(foo != null && foo.bar()) {
   someStuff();
}

will use short-circuit evaluation, meaning it ends if the first condition of a logical AND is false.

The dilemma

If a variable with null value gets used in your program causing a NullPointerException, this is clearly a situation in your program which you did not expect. You must ask yourself the question: "Did I not expect it because I didn't take into consideration the possibility of a null value or did I assume the value could never be null here?"

If the answer is the latter, the problem isn't because you didn't handle the null value. The problem happened earlier, and you're only seeing the consequence of that error on the particular line it's used. In this case, simply adding a if (variable != null) isn't going to cut it. You'll wind up skipping lines you were supposed to execute because the variable was null, and you'll ultimately hit a line further on where you again assumed it wouldn't be null.

When null should be used

As a general rule, return null only when "absent" is a possible return value. In other words, your data layer may search for a record with a specific id. If that record isn't found, you can either throw an exception or simply return null. You may do either, but I prefer not to throw exceptions in situations where the strong possibility exists. So you return null instead of a value.

The caller of this method, presumably written by you, knows the possibility exists that the record may not exist and checks for null accordingly. There is nothing wrong with this in this case, though you should handle this possibility as soon as possible as otherwise everywhere in your program you will need to deal with the possibility of a null value.

Conclusion

In other words, treat null as a legitimate value, but deal with it immediately rather than wait. Ideally in your program, you should ever only have to check if it is null once in your program and only in the place where such a null value is handled.

For every value you expect to be non-null, you need not add a check. If it is null, accept that there is an error in your program when it was instantiated. In essence, favor fail fast over fail safe.

Your solution is very smart. The problem I see is the fact that you don't know why you got a null? Was it because the house had no rooms? Was it becuase the town had no houses? Was it because the country had no towns? Was it because there was a null in the 0 position of the collection because of an error even when there are houses in positions 1 and greater?

If you make extensibe use of the NonPE class, you will have serious debugging problems. I think it is better to know where exactly the chain is broken than to silently get a null that could be hiding a deeper error.

Also this violates the Law of Demeter: country.getTown().getHouses().get(0).getLivingRoom(). More often than not, violating some good principle makes you have to implement unorthodox solutions to solve the problem caused by violating such principle.

My recommendation is that you use it with caution and try solve the design flaw that makes you have to incur in the train wreck antipattern (so you don't have to use NonPE everywhere). Otherwise you may have bugs that will be hard to detect.

Checking for null is done via if (string != null)

If you want to check if its null or empty - you'd need if (string != null && !string.isEmpty())

I prefer to use commons-lang StringUtils.isNotEmpty(..)

This to me sounds like a reasonably common problem that junior to intermediate developers tend to face at some point: they either don't know or don't trust the contracts they are participating in and defensively overcheck for nulls. Additionally, when writing their own code, they tend to rely on returning nulls to indicate something thus requiring the caller to check for nulls.

To put this another way, there are two instances where null checking comes up:

1. Where null is a valid response in terms of the contract; and

2. Where it isn't a valid response.

(2) is easy. As of Java 1.7 you can use Objects.requireNonNull(foo). (If you are stuck with a previous version then assertions may be a good alternative.)

"Proper" usage of this method would be like below. The method returns the object passed into it and throws a NullPointerException if the object is null. This means that the returned value is always non-null. The method is primarily intended for validating parameters.

public Foo(Bar bar) {
    this.bar = Objects.requireNonNull(bar);
}

It can also be used like an assertion though since it throws an exception if the object is null. In both uses, a message can be added which will be shown in the exception. Below is using it like an assertion and providing a message.

Objects.requireNonNull(someobject, "if someobject is null then something is wrong");
someobject.doCalc();

Generally throwing a specific exception like NullPointerException when a value is null but shouldn't be is favorable to throwing a more general exception like AssertionError. This is the approach the Java library takes; favoring NullPointerException over IllegalArgumentException when an argument is not allowed to be null.

(1) is a little harder. If you have no control over the code you're calling then you're stuck. If null is a valid response, you have to check for it.

If it's code that you do control, however (and this is often the case), then it's a different story. Avoid using nulls as a response. With methods that return collections, it's easy: return empty collections (or arrays) instead of nulls pretty much all the time.

With non-collections it might be harder. Consider this as an example: if you have these interfaces:

public interface Action {
  void doSomething();
}

public interface Parser {
  Action findAction(String userInput);
}

where Parser takes raw user input and finds something to do, perhaps if you're implementing a command line interface for something. Now you might make the contract that it returns null if there's no appropriate action. That leads the null checking you're talking about.

An alternative solution is to never return null and instead use the Null Object pattern:

public class MyParser implements Parser {
  private static Action DO_NOTHING = new Action() {
    public void doSomething() { /* do nothing */ }
  };

  public Action findAction(String userInput) {
    // ...
    if ( /* we can't find any actions */ ) {
      return DO_NOTHING;
    }
  }
}

Compare:

Parser parser = ParserFactory.getParser();
if (parser == null) {
  // now what?
  // this would be an example of where null isn't (or shouldn't be) a valid response
}
Action action = parser.findAction(someInput);
if (action == null) {
  // do nothing
} else {
  action.doSomething();
}

to

ParserFactory.getParser().findAction(someInput).doSomething();

which is a much better design because it leads to more concise code.

That said, perhaps it is entirely appropriate for the findAction() method to throw an Exception with a meaningful error message -- especially in this case where you are relying on user input. It would be much better for the findAction method to throw an Exception than for the calling method to blow up with a simple NullPointerException with no explanation.

try {
    ParserFactory.getParser().findAction(someInput).doSomething();
} catch(ActionNotFoundException anfe) {
    userConsole.err(anfe.getMessage());
}

Or if you think the try/catch mechanism is too ugly, rather than Do Nothing your default action should provide feedback to the user.

public Action findAction(final String userInput) {
    /* Code to return requested Action if found */
    return new Action() {
        public void doSomething() {
            userConsole.err("Action not found: " + userInput);
        }
    }
}