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.

Guys let's understand the syntax of it.

1. If class file is present in the Current Dir.

   java -cp . fileName

2. If class file is present within the Dir. Go to the Parent Dir and enter below cmd.

   java -cp . dir1.dir2.dir3.fileName

3. If there is a dependency on external jars then,

   java -cp .:./jarName1:./jarName2 fileName

   Hope this helps.