Massimo Carli recently published a book about J2ME. The book is in Italian, but the good news is that it’s also available online for free. I had also put a link here on the right column, but I’ll take this chance to link it again, here.
Massimo has done another step further and published the first part in English on a friendly site. If you are considering to approach J2ME development and you’re a J2SE developer this is a very good starting point.