Collections in Java

First keep in mind that the elements of collections in Java should be reference type only, not primitive type.

There are four types of collections and each type includes several classes.

Type	Classes
List	ArrayList, LinkedList, CopyOnWriteArrayList
Set	HashSet, TreeSet, LinkedHashSet, CopyOnWriteArraySet, ConcurrentSkipListSet
Map	HashMap, TreeMap, LinkedHashMap, ConcurrentHashMap, ConcurrentSkipListMap
Queue	LinkedList, PriorityQueue, SynchronousQueue, DelayQueue, ArrayBlockingQueue, LinkedBlockingQueue, PriorityBlockingQueue, ConcurrentLinkedQueue

Basic approach to choosing a collection:

1. Select the collection type;
2. Select specific class of that type, the one with extra functionality as few as possible.

Step 1: Select collection type

Type	Functionality	Typical uses
List	Essentially a variable-size array; You can usually add/remove items at any arbitrary position; The order of the items is well defined (i.e. you can say what position a given item goes in in the list).	Most cases where you just need to store or iterate through a "bunch of things" and later iterate through them.
Set	Things can be "there or not"— when you add items to a set, there's no notion of how many times the item was added, and usually no notion of ordering.	Remembering "which items you've already processed", e.g. when doing a web crawl; Making other yes-no decisions about an item, e.g. "is the item a word of English", "is the item in the database?" , "is the item in this category?" etc.
Map	Stores an association or mapping between "keys" and "values"	Used in cases where you need to say "for a given X, what is the Y"? It is often useful for implementing in-memory caches or indexes. For example: For a given user ID, what is their cached name/User object? For a given IP address, what is the cached country code? For a given string, how many instances have I seen?
Queue	Like a list, but where you only ever access the ends of the list (typically, you add to one end and remove from the other).	Often used in managing tasks performed by different threads in an application (e.g. one thread receives incomming connections and puts them on a queue; other "worker" threads take connections off the queue for processing); For traversing hierarchical structures such as a filing system, or in general where you need to remember "what data to process next", whilst also adding to that list of data; Related to the previous point, queues crop up in various algorithms, e.g. build the encoding tree for Huffman compression.

Step 2: Select specific class

List

Class	Features/implementation	When to use
ArrayList	Allows elements to be efficiently read by index. Adding/removing the last element is efficient. Not synchronized in any way.	In most cases.
LinkedList	First and last elements can be accessed efficiently; Other elements cannot be efficiently accessed by index; Not synchronized in any way.	Effectively, functions as a non-synchronized queue. In practice, rarely used: when you need a queue, you often need it to be concurrent or to provide other functionality; other implementations are often more useful.
CopyOnWriteArrayList	Allows safe concurrent access; Reads are efficient and non-blocking; Modifications are not efficient (since a brand new copy of the list is taken each time).	Where you need concurrent access and where frequency of reads far outweights frequency of modifications.

Set

Ordering of keys	Non-concurrent	Concurrent
No particular order	HashSet	—
Sorted	TreeSet	ConcurrentSkipListSet
Fixed	LinkedHashSet	CopyOnWriteArraySet

Map

Ordering of keys	Non-concurrent	Concurrent
No particular order	HashMap	ConcurrentHashMap
Sorted	TreeMap	ConcurrentSkipListMap
Fixed	LinkedHashMap	—

Queue

Blocking?	Other criteria	Bound	Non-bound
Blocking	None	ArrayBlockingQueue	LinkedBlockingQueue
	Priority-based		PriorityBlockingQueue
	Delayed		DelayQueue
Non-blocking	Thread-safe		ConcurrentLinkedQueue
	Non thread-safe		LinkedList
	Non thread-safe, priority-based		PriorityQueue

Reference:

http://www.javamex.com/tutorials/collections/how_to_choose.shtml