Still undecided then? Give both netBeans and eclipse a try and see which you prefer. They are both very nice and offer similar features at a low level. There isn't really that much that will distinguish them, although I do slightly prefer the look and feel of netBeans but that is a matter of personal opinion. They are both powerful and offer good plugin support if needed.
Hey Have done previous Java courses and had to use BlueJ, it was alright-ish until you really tried to do something with it, and yes on a Laptop it did seem to drain a lot of the power out of it (fans were on a lot). One of the others i used was eclipse as i found it had a couple of nice functions in it. However it is possible to not use any IDE and just type the code up in Notepad and complie at the command line, however it can make debugging quite an interesting task
intellij idea is the best there is hands down, has a trial, but the student licence is only 99usd (yes only, its so good) www.jetbrains.com for download