I started using BitcoinJ but eventually ended up writing my own support (see my BitcoinCore project on GitHub).  One of the problems I had was the fact that the entire wallet was rewritten on a checkpoint basis and I needed to integrate the wallet transactions into a database commit/rollback mechanism.  I also needed to handle a large number of private keys and wanted to use a hash lookup when matching incoming transactions to account addresses.  You can see an example in my TokenExchange project (which handles Bitcoin <-> Nxt exchanges).

I wrote a Java bitcoin node (JavaBitcoin).  But I haven't maintained it since it was just a learning experience but it might provide some useful tips.  I now run Bitcoin Core for the server but I still use my own wallet (BitcoinWallet).