Java as a programming language is used across pretty much every OS platform I can think of. It is also used in many handy software products both public and private. With this being said each product usually runs best on a specific version of Java. Sun Microsystems as the owner of Java hosts a nice site which allows direct downloads of any released version of Java both for personal use and for development of Java applications.
Everything you could ever want Java related can be found here:
Latest Java Release Download Site
Java Archive Download Site
Scripthacks 