I just joined rather then continue to lurk because of this topic...
While I will most certainly agree that it is extremely important to understand the process behind what you are doing line by line, eventually to the point where you can simply read code and follow the execution, I believe that one of the best ways to learn is through a debugger.

Basically, if I am teaching someone in any language, I will show them their normal "Hello World" program to make certain everything is configured properly, and then run through a little bit with the debugger.

Of course, when I was "learning" Java in college (already had self-taught most of what we learned), what was more important was the concepts behind it. We started in Eclipse, and had all of our exams with pen and paper.

WROTE ALL OF THE CODE FOR EXAMS BY HAND ON PAPER THROUGHOUT COLLEGE, AND USED IDE'S THE ENTIRE TIME (other than for Linux scripts later).

Sorry for all caps, but I figured that was the most important part of my speech. Basically, remember that the IDE is a tool, and it will serve you well. Depend upon it entirely, and you will be lost at a later date.

Eclipse is fairly easy to use, I don't know why people are saying otherwise. There is a big green circle with an arrow to launch your program, or you can right click the project in package explorer and run it, or debug it, from there as well.

The rest of it you learn as needed with the help of the internet or simply exploring to see what happens.

I really don't see how manually compiling really helps you learn more about the language in general, at least with simple beginner programs.

As you reach more complicated programs/languages, it can help a lot.

Also, when you get a bit farther along, never forget to look around a bit to see if what you want to make has already been done.

Serapth, I couldn't disagree with your comment more, Yrjö P. is right on the money.