I would recommend an IDE (Eclipse, Netbeans, IntelliJ IDEA) because you then have the advantages a statically typed language like Java gives you. Code completion and instant feedback in the editor that your code still compiles.
Thanks guys for the sarcastic responses. Maybe I should clarify my question.
For .NET programming I use visual studio, for iPhone I use XCode, and for rails I use Textmate. I have not done any java programming so I was hoping to get some advice from people who have, particularly in the context of Android programming.