Over the coming months, I'll be adding links to this page pointing to pages that describe useful (and fun) third-party libraries for Java. Initially, my choices will be based on the ones I've used while setting programming assignments in the "Discrete Maths" and "Algorithms" course that I teach.
Each page will contain several complete Java programs that illustrate how the library can be used, along with a local copy of the libraries, and batch files for easily compiling and executing the programs. There will also be links to the website for the library, which will point to its API documentation, tutorials, and the current versions of the libraries.
I'm using batch files to compile and execute the examples because there's no need for anything more complicated. Also, it's quite easy to translate batch code into shell scripts.
The local copies of the libraries will be stored as JAR files, and will include all the dependencies necessary to get the examples to compile and run. If a library's website doesn't include JARs, then a great resource is JAR Download.