Whatever you want. You don't need an IDE to learn Java or to practice for the exam. In fact, you may be better off at the command line. You'll see more "little compiler errors" and not rely on autocomplete. Plus as I was helping review an SCJP book, there was a question that behaved differently at the command line and in the IDE!
You can download any IDE...
for learning better start with plain IDE and command prompt where you can see compile error clearly.
specific you want to practice with IDE then download Eclipse any version.