Note that each of the code samples below may throw IOException. Try/catch/finally blocks have been omitted for brevity. See this tutorial for information about exception handling.

Note that each of the code samples below will overwrite the file if it already exists

Creating a text file:

PrintWriter writer = new PrintWriter("the-file-name.txt", "UTF-8");
writer.println("The first line");
writer.println("The second line");
writer.close();

Creating a binary file:

byte data[] = ...
FileOutputStream out = new FileOutputStream("the-file-name");
out.write(data);
out.close();

Java 7+ users can use the Files class to write to files:

Creating a text file:

List<String> lines = Arrays.asList("The first line", "The second line");
Path file = Paths.get("the-file-name.txt");
Files.write(file, lines, StandardCharsets.UTF_8);
//Files.write(file, lines, StandardCharsets.UTF_8, StandardOpenOption.APPEND);

Creating a binary file:

byte data[] = ...
Path file = Paths.get("the-file-name");
Files.write(file, data);
//Files.write(file, data, StandardOpenOption.APPEND);