Ever since I tried Java back in 2000, I have felt a little uncomfortable about the not-so-powerful and not-so-intuitive set of tools accompanying JDKs. That was one of the reasons why I didn't pursue my interests seriously in programming in Java. But the notions are changing and I mean it.
From the hoopla going on about Java SE 6, I was tempted to try that. Hence you might be seeing some Java SE 6 specific posts in future too. There are a lot of powerful tools (jhat and jmap for instance) that are bundled in this SE for the pleasure of the system programmer.
I came across this excellent list of tutorials when I was browsing through Mandy Chung's blog. She is the person leading the Java Management & Monitoring Tools API (java.lang.management) effort. You would find this list of tutorials extremely useful. Though most of them are specific to Java SE 6, I guess some of them should be applicable to earlier JSEs too.