Like Jittu said, you can practically use anything that takes your fancy.
Personally, I follow a few basic rules for my own convenience.
1) The main class should reflect the project name. e.g. I have a main class called "DiskMonitor".
2) Prefix all class names with a project code abbreviation. In this case "DM"
3) The names should be self explanatory. If I got a class called DMTableModel, it is pretty obvious that this is a custom table model.
3) Prefix all interface names with an
I. e.g.
IDMConstants So much for the class naming conventions. However, on the other hand, there are
coding conventions, which are quite elaborate, and should be really followed by all coders.
Here is a nice article which might interest you.
http://java.sun.com/docs/codeconv/html/CodeConvTOC.doc.html