The Sun JDK can be installed on Ubuntu by adding a repository and installing with apt-get. The following works with the latest versions of both at the time of writing:

• Sun JDK 6 update 20
• Ubuntu 10.04

sudo add-apt-repository "deb http://archive.canonical.com/ lucid partner"
sudo apt-get update
sudo apt-get install sun-java6-jdk

Just accept the license and off you go!