I'm also reading Head First Java and I find the first 11 chapters very interesting and easy to follow. But from chapter 12 onwards, where they teach you how to make a GUI, it starts to get confusing. The flow of explanations is kinda choppy, but that's only my personal opinion. I wish the explanation is step-by-step, instead of explaning one thing and then jumping to another thing, and coming back to the previous thing again.
I'm also reading the K&B book for SCJP and I find that book very good (or so far so good).