You can use arrays and multidimensional arrays, these can take Objects and variables.
The other storage options are in the java.util package:
Hashtable -- This class implements a hashtable, which maps keys to values.
Stack -- The Stack class represents a last-in-first-out (LIFO) stack of objects.
Vector -- The Vector class implements a growable array of objects.
The java.util storage options store only Objects not primitive variables (also see wrapper classes in java.lang for wrapping variables into objects).
Of course, you can also store data by saving/loading it from the device: javax.microedition.rms -- The Mobile Information Device Profile provides a mechanism for MIDlets to persistently store data and later retrieve it.