If your datastore is RDBMS you can handle the persistence (and retrieval) of data yourself using JDBC. Obviously with this route you have the burden of having to write the persistence layer yourself. This gives much control, but also creates significant work, both in writing the code but also in testing and maintenance.

You can use JDO, a standardised persistence API. With JDO you can develop plain old java objects (POJOs) and persist them as they are transparently. This requires very little work from the developer. It allows persistence to any type of datastore in principle, being designed with flexibility and datastore agnositicity in mind. This has been a standard since 2002 (JDO1), being upgraded in 2006 (JDO2) and is in the process of being developed further (JDO2.1) by Apache JDO

You can use JPA, a standardised persistence API, and part of the EJB3 specification. This also allows you to to develop plain old Java objects (POJOs) and persist them using a standardised API. It’s specification is not as mature or as feature rich as the JDO API, nor does it provide the flexibility of using any type of datastore. This was released in 2006 (JPA1) to supercede EJB2. It really only allows persistence to RDBMS datastores. If you want to persist to other datastores you should consider JDO.

If you are stuck with using an EJB2.* architecture you could use Entity Beans. This means that you hand off your objects to the EJB part of the J2EE server. This simplifies things for the developer in some respect but places major restrictions in that your objects have to be Entity Beans.

You can also use a proprietary persistence API (e.g Hibernates own API, TopLinks own API, iBatis, Castor etc). The disadvantages of going this route are that you cannot easily swap to an alternative implementation of the API if you hit problems with your software choice.