- JDK - Java Development Kit
- JRE - Java Runtime Environment
- Java SE - Java Standard Edition
SE defines a set of capabilities and functionalities; there are more complex editions (Enterprise Edition – EE) and simpler ones (Micro Edition – ME – for mobile environments).
The JDK includes the compiler and other tools needed to develop Java applications; JRE does not. So, to run a Java application someone else provides, you need JRE; to develop a Java application, you need JDK.
Edited:
As Chris Marasti-Georg pointed out in a comment, you can find out lots of information at Sun's Java web site, and in particular from the Java SE section, (2nd option, Java SE Development Kit (JDK) 6 Update 10).
Edited 2011-04-06:
The world turns, and Java is now managed by Oracle, which bought Sun. Later this year, the sun.com
domain is supposed to go dark. The new page (based on a redirect) is this Java page at the Oracle Tech Network. (See also java.com.)
Edited 2013-01-11: And the world keeps on turning (2012-12-21 notwithstanding), and lo and behold, JRE 6 is about to reach its end of support. Oracle says no more public updates to Java 6 after February 2013.
Within a given version of Java, this answer remains valid. JDK is the Java Development Kit, JRE is the Java Runtime Environment, Java SE is the standard edition, and so on. But the version 6 (1.6) is becoming antiquated.
Edited 2015-04-29: And with another couple of revolutions around the sun, the time has come for the end of support for Java SE 7, too. In April 2015, Oracle affirmed that it was no longer providing public updates to Java SE 7. The tentative end of public updates for Java SE 8 is March 2017, but that end date is subject to change (later, not earlier).
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…