Because I just HAD to see for myself...

gistfile1.txt

$ cat *.java
public class ThisTest1 {
    private String foo;

    public ThisTest1() {
        this.foo = "some string";
    }
}
public class ThisTest2 {
    private String foo;

    public ThisTest2() {
        foo = "some string";
    }
}
public class ThisTest3 {
    private String foo = "some string";

    public ThisTest3() {
    }
}

$ javap -c *.class
Compiled from "ThisTest1.java"
public class ThisTest1 {
  public ThisTest1();
    Code:
       0: aload_0       
       1: invokespecial #1                  // Method java/lang/Object."<init>":()V
       4: aload_0       
       5: ldc           #2                  // String some string
       7: putfield      #3                  // Field foo:Ljava/lang/String;
      10: return        
}
Compiled from "ThisTest2.java"
public class ThisTest2 {
  public ThisTest2();
    Code:
       0: aload_0       
       1: invokespecial #1                  // Method java/lang/Object."<init>":()V
       4: aload_0       
       5: ldc           #2                  // String some string
       7: putfield      #3                  // Field foo:Ljava/lang/String;
      10: return        
}
Compiled from "ThisTest3.java"
public class ThisTest3 {
  public ThisTest3();
    Code:
       0: aload_0       
       1: invokespecial #1                  // Method java/lang/Object."<init>":()V
       4: aload_0       
       5: ldc           #2                  // String some string
       7: putfield      #3                  // Field foo:Ljava/lang/String;
      10: return        
}