http://blogs.sun.com/vkraemer/entry/a_history_lesson_of_deployment has some info about NetBeans and GlassFish and edit-and-reload development. You can also remix this into just about any development environment you want (NetBeans isn't really doing any magic in this area... It just does the things that a well written ant script can... and it still has room for improvement...)
Basically, NetBeans does a deploydir to get the app server pointed at the "right place" and then does copy on save for content in your project's 'Web Pages' folder. If you change a class, you will need to do another deploydir (Run Project/Debug Project/etc. in NetBeans "speak")
Note: if you are using recent v2 builds, make sure you use a recent build of NetBeans 5.5.1...
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