final

final can be used to mark a variable "unchangeable"

private final String name = "foo";  //the reference name can never change

final can also make a method not "overrideable"

public final String toString() {  return "NULL"; }

final can also make a class not "inheritable". i.e. the class can not be subclassed.

public final class finalClass {...}
public class classNotAllowed extends finalClass {...} // Not allowed

finally

finally is used in a try/catch statement to execute code "always"

lock.lock();
try {
  //do stuff
} catch (SomeException se) {
  //handle se
} finally {
  lock.unlock(); //always executed, even if Exception or Error or se
}

Java 7 has a new try with resources statement that you can use to automatically close resources that explicitly or implicitly implement java.io.Closeable or java.lang.AutoCloseable

finalize

finalize is called when an object is garbage collected. You rarely need to override it. An example:

protected void finalize() {
  //free resources (e.g. unallocate memory)
  super.finalize();
}