Hi Javan,
Most developpers will use JAXP (abstraction layer on top of SAX and DOM) that has been developped by Sun.
Alternatively, JDOM is a open source library that a number of developpers favors as it keeps things simple.
For transforming XML files (using XSLT),
you should use TRAX (javax.xml.transform) that is an open API from Sun.
Once you've made up your mind, you'll need to choose a parser (for instance Xerces) and eventually a XLST processor (Xalan for instance) if you intend to use XLST.
If you are using the 1.4 JDK, you don't even need to download anything as it comes with XML APIs (JAXP + SAX + DOM + TRAX).
May Google help you find all needed resources