I've read 'Developing Games in Java' by David Brackeen (ISBN 1-5927-3005-1, which is pretty good, going from the basics to some pretty sophsiticated games engines.
I have just started looking at 'Killer Game Programming in Java' by Andrew Davidson (ISBN 0-596-00730-2), but I am struggling to get Java 3D working, which seems pretty fundamental to building the games he goes on to develop.