[rant] GPL and LGPL are terrible licenses written by very bad lawyers who can't get their terminology straight. So it's anyone's guess what they really mean and how they apply to real-world situations [/rant]
The correct answer is that if being sued by the copyright holder is a real concern to you, then you should consult with a lawyer. These licenses are too complex for you to get a meaningful answer on this forum.
The real world answer is that people who put their java libraries under LGPL most likely intend for them to be linked to/redistributed within commercial java applications, so it's extremely unlikely that you will get into any trouble if you simply redistribute those unmodified libraries with your application.
The people who distribute their java libraries under GPL either don't intend for them to be embedded into commercial applications, or haven't bothered to concern themselves with legal ramifications, because GPL is not an appropriate license for libraries, but only for standalone applications. I would suggest steering clear of GPL'ed java libraries in commercial code. Including a GPL application side-by-side with your commercial one is fine, though.
Regarding running inside an GPL'ed Application Server, you are definitely fine as long as you stick to standard APIs (servlets, jsps, JMX etc). If you must use APIs proprietary to the server, the question is more complicated, so I'd definitely talk to a lawyer, although again, most likely the intention of the App Server code owners is that such usage should be allowed.