For those who prefer a GUI-based IDE for JavaME development Netbeans is a really nice option. The latest version even comes with JavaME support so you don't have to install the WTK yourself.
Unfortunately, the netbeans package that comes with Ubuntu doesn't come with JavaME support. On 64-bit Ubuntu, you can't use it anyway even if it's there since the SDK currently only supports 32-bit architectures. This makes sense since I don't think the ARM processors used in mobile phones are 64-bit anyway.
Head over to Netbeans website and download the install package there. There's various packages designed for different developers so be sure to pick the one that comes with JavaME support. It's around 200MB or more, so it may take a while if you have a slow line. There's also a "All" package that includes every supported feature, if you're not sure. Once you have it downloaded then run the following command from terminal:
~$ sudo sh netbeans.sh
The rest is simply a Window-like installation wizard so there's nothing much to say really. Just follow whatever's on the screen. When in doubt use the defaults.