Xerces: An XML parser implementation from Apache. It implements
       both a SAX parser and the W3C DOM. Exists in both Java
       and C++.
       <URL:http://xml.apache.org/#xerces>
JDOM:   A Java-based solution for accessing, manipulating, and
       outputting XML data from Java code. (Take from
       <URL:http://www.jdom.org/>). It is based on other
       libraries, including Xerces. It has its own Document
       Object Model (DOM). It is both a specification and an
       implementation.
       <URL:http://www.jdom.org/>
SAX:    Short for "Simple API for XML". It was really the first
       general API for handling XML, with several implementations
       existing.
       It is fairly low-level, allowing you to handle each tag
       in an XML file however you want.
       <URL:http://www.saxproject.org/>
DOM:    Short for Document Object Model, an object model of a
       document (duh :). The object model describes a tree
       structure of element and text nodes, matching the
       tree structure of XML documents.
       The most well known DOM is the W3C DOM, used both for
       XML and HTML. JDOM has its own, similar but not identical,
       DOM for XML documents.
       <URL:http://www.w3.org/TR/DOM-Level-2-Core/>

Hope this helps. Read the links for much more information!
/L