The List Interface:

A List cares about the index. The one thing that List has that non-lists don't have
is a set of methods related to the index. Those key methods include things like
get(int index), indexOf(Object o), add(int index, Object obj), and so
on. All three List implementations are ordered by index position—a position that
you determine either by setting an object at a specific index or by adding it without
specifying position, in which case the object is added to the end. The three List
implementations are described in the following
ArrayList Think of this as a growable array. It gives you fast iteration and fast random access. To state the obvious: it is an ordered collection (by index), but not sorted. You might want to know that as of version 1.4, ArrayList now implements the new RandomAccess interface—a marker interface (meaning it has no methods) that says, "this list supports fast (generally constant time) random access." Choose this over a LinkedList when you need fast iteration but aren't as likely to be doing a
lot of insertion and deletion.
Vector Vector is a holdover from the earliest days of Java; Vector and Hashtable were the two original collections, the rest were added with Java 2 versions 1.2 and 1.4. A Vector is basically the same as an ArrayList, but Vector methods are synchronized for thread safety. You'll normally want to use ArrayList instead of Vector because the synchronized methods add a performance hit you might not need. And if you do need thread safety, there are utility methods in class Collections that can help. Vector is the only class other than ArrayList to implement RandomAccess.
LinkedList A LinkedList is ordered by index position, like ArrayList, except that the elements are doubly-linked to one another. This linkage gives you new methods (beyond what you get from the List interface) for adding and removing from the beginning or end, which makes it an easy choice for implementing a stack or queue. Keep in mind that a LinkedList may iterate more slowly than an ArrayList, but it's a good choice when you need fast insertion and deletion. As of Java 5, the LinkedList class has been enhanced to implement the java.util.Queue interface. As such, it now supports the common queue methods: peek(), poll(), and offer().

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