Hi Hilton,
If you're developing in Java for Oracle, then JDeveloper is great. I've worked with a much older version than the current 10.1.3 and even back in the day (Oracle 8i) it made life very easy if you were developing Java stored procedures to be deployed into the database. The wizard to set up the method stubs for the PLSQL to Java bridge, generate the correct parameter types and calling scope, etc, was very easy to use and saved a tremendous amount of hassle. The deployment process is (or at least was) a major pain to do manually and I would guess that you'd still be facing this struggle if using most other IDEs. Also other IDEs may not allow you to embed SQL (including elements native to Oracle, hints etc) in your code - another nifty feature.
I love NetBeans and use it for almost everything these days but for tight integration with Oracle I'd be back with JDeveloper in a snap. Besides the new 10.1.3 is up to date with the newest Java 1.5 features, and the price is right if you just want to play around with it and learn what it can do without deploying commercial apps.
Having said that, I haven't used Sun's JSE it may also be a winner. But NetBeans, Eclipse, IDEA, etc.. they're great to work with and excellent IDEs in their own right but they don't have the Oracle specific features that you're probably after.
Hope that helps!
Sun's NetBeans (is JSE based on this? I'm not sure.)
Yep, it is.