If you want to get into spacifics, you wont find a java COMPILER, seings as its interprated. But, if you want less of a douche bag post, Eclipse or Jcreator are awesome.
Of course, you don't have to have any development studio. Do the following to jerri-rig your own development studio:
**Download the Java 2 SDK 1.4.2 (or whatever version) first!**
**Now go here to find out how to update the PATH variable**
1) Write your source code in notepad
2) Save the file and change the extension to .java
3) Open up a command window and change to the directory where the .java file is
4) Run the command javac whatever_youcalled_it.java
5) If it is completed successfully, there will be a whatever_youcalled_it.class file
6) To run it, type java whatever_youcalled_it
If your new to java, this is what they use in my school for beginners, and it's nice and easy. Grab the java sdk NOT the jre from java.com, then get jgrasp from http://www.jgrasp.org/. While it may not be the absolute fastest compiler, in my opinion it's fast enough, especailly for begginners, and nice and easy to set up and use. Also the minimal templates make you actually have to memorize the stuph and debug your own syntax instead of having a sort of autocorrect/complete that alot of interfaces have. It builds character and helps in the long run
I recommend that you get the BlueJ Compiler. I used it when I got started. It comes with a tutorial on using it, and you can easily find tutorials on the web. If you want one, send me a PM.