I usually just installed tarballs or self-extracting files, because that's what the instructions said. And it's also kinda cool to be able to run make and watch it compile. However, it makes for a mess when you have to keep track of what you installed where, especially if the install isn't all in the same directory in linux.
RPM was always hard for me to use...I dunno why. Maybe it's because of all the flags, I could never remember what they were. That's why yum and apt-get for fedora and ubuntu have been godsends lately.
This article describes how to convert the java 5.0 sdk from the self-extracting file into a debian package so that you can install it in ubuntu.
According to my roommate, this way, if other packages that are installed need java, they'll know that it's there, and won't ask for it.
So I think I turned over a new leaf. From now on, I will always make packages from tarballs.