Allaire/Macromedia JRun - a servlet and JSP engine that can be used in standalone mode for development or plugged into most common commercial Web servers for deployment. It is free for development purposes, but you have to purchase a license before deploying with it. It is a popular choice among developers that are looking for easier administration than Tomcat. For details, see http://www.allaire.com/products/JRun/.
New Atlanta's ServletExec - another popular servlet and JSP engine that can be used in standalone mode for development or, for deployment, plugged into the Microsoft IIS, Apache, and iPlanet/Netscape Web servers. Version 4.0 supports servlets 2.3 and JSP 1.2. You can download and use it for free, but some of the high-performance capabilities and administration utilities are disabled until you purchase a license. The ServletExec Debugger is the configuration you would use as a standalone desktop development server. For details, see http://www.servletexec.com/.
Caucho's Resin - a fast servlet and JSP engine with extensive XML support. It is free for development and noncommercial deployment purposes. For details, see http://www.caucho.com/.
LiteWebServer(LWS) from Gefion Software - a small standalone Web server that supports servlets and JSP. It is free for both development and deployment purposes, but a license will entitle you to increased support and the complete server source code. See http://www.gefionsoftware.com/LiteWebServer/ for details.