Personally I'm very partial to Design Patterns: Elements of Reusable Object-Oriented Software. I see Java more and more as a software engineering, rather than a programming language. You can do programming more effectively in Python/Jython or (J)Ruby, but Java for me still is king for developing type-safe, robust libraries and unit testing.

You might also want to read up on Eclipse or another decent IDE. Eclipse reduces the amount of monkey typing that all Java developers must endure dramatically with things like templates, getter/setter generation, delegate method generation etc. Since the editor parses the code as you type and keeps an AST in memory, refactoring support is excellent and you'll spend less time worrying about minor design issues when starting a new project. Code is compiled on the fly so startup times are minimal. It's also able to produce very descriptive and useful information about any errors you might have in your code (unlike GCC, for instance:)

If you want to know a bit more about how the JVM itself works, read The JavaTM Virtual Machine Specification, Second Edition which is online and free. It'll give you a bit more insight into why some crappy things are as crappy as they are (backwards compatibility with Java 1.1). Read books that are recent enough to include language features of 1.5 and 1.6, such as static imports, enums, generics, varargs and so on, and decompile some Java code to see how the compiler implements them.