I like Hudson for Continuous Integration builds, and I like JIRA for issue tracking. Eclipse has plugins for both.
Hudson can watch software repositories and rebuild those projects that use the changed resources.
If you need more documentation than javadoc can cover (which is quite a lot) then consider a Wiki. Easy to use, and with a bit of structure you can massage it into a PDF.
Source control is a bugger. Too many to choose from. For a small development team start with either subversion or CVS (which is old but has supreme IDE support) and when you outgrow that and know your needs, then migrate to a better one. Most have migration tools from svn or cvs. It is harder to move from e.g. git to Mercurial, and you defintively want one with more than one implementation. Remember to have good backups of the source control repository - it IS your business. Frequent rsyncs, often tapes.
EDIT: You also want decent hardware. For the Continuous Integration server, the fastest build machine you can afford. For yourself the largest monitor you can afford (not in size, in resolution) for your primary monitor and as many extra monitors as you can afford to have (including adapters to your computer). I have found that Mac's use the pixels better than Windows, so that might also be a point.
My primary monitor is pivoted 90 degrees. This allows me to see many lines at once instead of a few long lines. (For some reason tradition says that editing areas should be wide and short, which may work in word but not in code where lines should not be wider than 72 characters)
Note on Eclipse: Use the source repository to have a single workspace per project! Use the Java Editor Save Function to reformat your code everytime you save - this makes it more readable up front, and goes better with the source repository as changes are marked in the correct version.
Edit: The reason for the CI server needing to be better than your development machine is because it will run all your tests every time you check stuff into your source repository. After a while, that WILL take time.
Personally I have found tests working well for library routines. They specify what works and what doesn't. It is harder to write good tests for whole applications, but you may want to look into that from the beginning, as it allows you to ensure that everything works for every check in. Write a comment if you are not familiar with the concept.
Whatever you choose for the individual parts, you will be glad if they can work together. Hudson knows how to talk to JIRA for instance. JIRA knows how to look in CVS.