Speaking as a professional Java developer of almost ten years now, with IBM certification for Eclipse, experience of Eclipse GUI development and many years of commercial Java development experience across a range of IDEs:
JBuilder was really unpleasant last time I used it, but that was a long time ago.
Eclipse is a pretty respectable IDE. It's a little slow and clunky, and the GUI takes up a lot of room - don't even think about using it at 1024x768 - but it has some neat features. I used it fairly happily at my last job, though there were a few bugs that cropped up in it which meant I tended to be using a bleeding edge build (which led to its own problems). Plenty of good plugins as well, allowing you to extend the functionality of the IDE - I particularly liked the SQL plugins for database access from within your dev environment. Very handy for testing SQL fragments in JDBC code.
NetBeans is a UI mess, in my opinion. It seems pretty snappy, and I'd imagine that if you get used to it it could be fairly reasonable to use, but it's counterintuitive in a lot of ways and seems to force you into a certain way of working. I haven't used it for long, but that's mostly because whenever I try it I get exasperated after an hour or so and end up switching back to Eclipse or vi.
Bizarrely, if you're learning Java I actually find one way to make sure you learn the language properly is to use a fairly basic text editor rather than a full blown IDE. It makes sure you know more about how the files relate to each other, how the command line tools work and so on. JEdit, EditPlus and jExt are a few programmer's editors that I've used for simple Java development and training.
IntelliJ is the best there is. It's responsive, full-featured (with some great refactoring tools), extensible, and while the GUI is as feature-rich as Eclipse's it doesn't seem to take up quite as much unnecessary space. Again, plenty of plugins available (listed and downloaded automatically, unlike Eclipse's sometimes-unwieldy installation process). Against that, it's commercial and not that cheap, though there's a discount to $99 for academic use and it can be available entirely free of charge for established open source projects.