Don't go with the java applet approach; applets are generally annoying, and slow.
If you really want it to be playable from the browser, consider Flash (actionscript), or maybe silverlight (I don't know much about games in silverlight).
Gamedev is a great resource for general game programming stuff
And ...
I'll shamelessly steal the link from yx's answer:
MIT Open Course Ware: Game Theory and Mechanism Design
