Software

SDKs

Java Development Kit (Android, Java 2 ME): http://www.oracle.com/technetwork/java/javase/downloads/index.html
MoSync: http://www.mosync.com/

IDEs

Pulsar (Java 2 ME): http://www.eclipse.org/
Eclipse (Android, Java 2 ME) + Mobile Tools for Java (Java 2 ME): http://www.eclipse.org/dsdp/mtj/