Normally I do recommend the Sun tutorials. They organize them into "trails":

The actual programming stuff starts here:
http://java.sun.com/docs/books/tutorial/java/index.html

And if you're not familiar with building java programs on your computer, check this trail:
http://java.sun.com/docs/books/tutorial/...index.html

That one is a bit wordy, but it works. (Follow the linux build instructions on your Mac).

There are also a bazillion books out there. I've heard people recommend "Head First Java".