This is a build script for Sublime Text 2 that will compile and run the open java file by simply pressing cmd + B. I am very new at Java so feel free to point out problems with this script. You can just drop this file in the User Packges folder and restar

JavaCandR.sublime-build

{
	"cmd": ["javac", "$file_name"],
	"cmd": ["java", "$file_base_name"],
	"working_dir": "${project_path:${folder}}",
	"selector": "source.java"
}

Updated, use this one:

#!/bin/bash
# compiles all java files within directory and runs the one being edited in new terminal window.



for file in *.java
do
echo "Compiling $file"
done
javac *.java
RETVAL=$?
[ $RETVAL -ne 0 ] && exit
[ $RETVAL -eq 0 ] && (
   echo "Compile Success! :)";
   echo "Running $1.class";

   #Create temporary file (in current directory) to execute compiled java class.
   #Deletes itself after execution.
   echo -e "cd \`dirname \$0\`\nclear\njava $1\necho ________________________________________________________________________________\nread -p \042Program Executed. [Press ENTER] to continue.\042\nrm -f sayhi.command" > sayhi.command;
   chmod +x sayhi.command; open sayhi.command;
   )

works well on my windows 8.1:)