How to establish a connection pool in JDBC?

Can anybody provide examples or links on how to establish a JDBC connection pool?

From searching google I see many different ways of doing this and it is rather confusing.

Ultimately I need the code to return a java.sql.Connection object, but I am having trouble getting started..any suggestions welcome.

Update: Doesn't javax.sql or java.sql have pooled connection implementations? Why wouldn't it be best to use these?

If you need a standalone connection pool, my preference goes to C3P0 over DBCP (that I've mentioned in this previous answer), I just had too much problems with DBCP under heavy load. Using C3P0 is dead simple. From the documentation:

ComboPooledDataSource cpds = new ComboPooledDataSource();
cpds.setDriverClass( "org.postgresql.Driver" ); //loads the jdbc driver
cpds.setJdbcUrl( "jdbc:postgresql://localhost/testdb" );
cpds.setUser("swaldman");
cpds.setPassword("test-password");

// the settings below are optional -- c3p0 can work with defaults
cpds.setMinPoolSize(5);
cpds.setAcquireIncrement(5);
cpds.setMaxPoolSize(20);

// The DataSource cpds is now a fully configured and usable pooled DataSource 

But if you are running inside an application server, I would recommend to use the built-in connection pool it provides. In that case, you'll need to configure it (refer to the documentation of your application server) and to retrieve a DataSource via JNDI:

DataSource ds = (DataSource) new InitialContext().lookup("jdbc/myDS");

HikariCP

It's modern, it's fast, it's simple. I use it for every new project. I prefer it a lot over C3P0, don't know the other pools too well.