In Effective Java (2nd edition), it's recommended that you use enums instead of static ints for constants.
There's a good writeup on enums in Java here:
http://java.sun.com/j2se/1.5.0/docs/guide/language/enums.html
Note that at the end of that article the question posed is:
So when should you use enums?
With an answer of:
Any time you need a fixed set of constants