Since I'm starting to do more Java work (particularly with Swing) in OS X, I thought it would be prudent to make a list (I love lists!) of sites with appropriate documentation:
Java page at Apple's Developer Connection.
Java Programming on the Mac at O'Reilly.
XML GUI, a library to help accelerate Swing GUI development; I haven't really messed with this much yet.
I'll update this list in the upcoming days.