I've listed two choices for your textbook for this course. You should acquire at least one of these. Each lesson has references for both books, so whichever one you choose I will steer you to the correct reading material. Most students will likely prefer the Teach Yourself Java 6 in 21 Days book, so if you are unsure go with that one.
by Rogers Cadenhead and Laura Lemay
ISBN 0-672-32943-3
Retail: $49.99
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This book is a little more readable and more tutorial than the Core Java book. The style of Java coding follows the examples that I'll be presenting a little more closely, however it does not go into quite as much depth on some of the material as Core Java. Although I personally prefer slightly more detailed technical books with a more reference-like slant, in my experience I've found that my students usually prefer something more like this book. If you have any doubt between these two books, I recommend that you choose this one.
by Cay Horstmann and Gary Cornell
ISBN 0-13-235476-4
Retail: $54.99
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This book gets a little more technical. It's got some nice references for C++ programmers and they tend describe many more methods in the relevant classes, so parts of it work well for reference material later. It's a more challenging read, though, and in some areas you'll have to work through sections that aren't directly relevant to what we're doing or look at some code that's designed a little differently. There's lots of valuable information, but unless you're comfortable with programming languages and technical reading you might prefer the first option.
Note: for reference material, see the Java API Documentation website linked on the websites page. It is very thorough and it should become your primary "reference" location for Java.