In Eclipse you can configure numerous servers to run inside the IDE, including Tomcat. Depending on your Tomcat configuration, at some point in the life cycle of a webapp your JSP files will get compiled into servlets. These new servlet .class files are stored in the %TOMCAT_HOME%/work directory along with the .java intermediate file created from the JSP. This .java file is very helpful when your JSPs throw exceptions and cite a line number corresponding to the .java and not the .jsp
Update: On my environment (Windows), it is located here:
C:/Documents and Settings/%USER%/workspace/.metadata/.plugins/org.eclipse.wst.server.core/tmp0/work
Perhaps to answer more completely somebody could post the location for *nix environments.