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Even though it does in fact start with HelloWord.java (and the applet equivalant HewlloWorldApp.java, I think the very best Java tutorial on the planet is the one published by Sun called "The Java Tutorial", available online at http://java.sun.com/docs/books/tutorial/.
Perhaps the best new substitute for HelloWorld would be ClickMe, found in the topic "How Do These Concepts Translate Into Code", which occurs *after* an explanation of the fundamentals of object-orientation.
See:
http://java.sun.com/docs/books/tutorial/java/concepts/practical.html
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