There are over one thousand different books about Java. You should feel free to use whichever ones you find helpful. I will, however, recommend one in particular which I think is better than average and which roughly parallels this course's material.
by Bruce Eckel
An electronic version is available from the author's web site at http://www.mindview.net/Books/TIJ/DownloadSites in a variety of formats. This is possibly the best book available on the semantics of Java as opposed to the syntax, a large emphasis of this course.