There's an online book with some smaller exercises in it:
http://www.hot.ee/javalab/noflash800.htm Bruce Eckel's online book also has a few exercises. I forgot the URL, so try a search for "Bruce Eckel" or "Thinking in Java".
The Cattle Drive is great, too.
[This message has been edited by Steven YaegerII (edited February 20, 2001).]