Runs a Java source file right from a BASH shell. Remember to chmod a+x your .java!

JavaShellScript.java

/*bin/echo Running $0
filename=`basename "$0"`
classname=${filename%.*}
if [ $0 -nt /tmp/$filename/$classname.class ] 
then
  echo Compiling $0
  mkdir /tmp/$filename 2> /dev/null
  javac -d /tmp/$filename $filename || exit
fi
java -cp /tmp/$filename $classname "$@"
exit
 */
public class JavaShellScript {
  public static void main(String[] args) throws Exception {
    System.out.println("Hello world!");
  }
}

Small refinement of @swankjesse's gist with a header that no longer needs to be updated for every file.

echo is a nice touch.

... and now updated with compilation date check.

Now stops the script if compilation fails.

Still needs more tweaking, should be passing $0 to javac, otherwise it won't compile unless you are in the same directory.