You are correct that Java is a vast language when you include all of the libraries, frameworks (both Sun's and third party, such as Spring). It is a daunting task to learn it all.
The first question you should ask yourself is what programming background you have. If you know another language and have some programing experience, and entry level tutorial will be boring.
If Java is your first language (it is a reasonably good first language choice). Then I would suggest starting with one of the older versions of Bruce Eckel's Thinking In Java. The third edition is free on his site here: http://www.mindview.net/Books/TIJ/
The Java Tutorials located at: http://java.sun.com/docs/books/tutorial/index.html are an okay place to start as well, but they do not give you much programming background.
If you want to pay for a book, the Head First Java book is very good, as is the current version of Thinking in Java.