How do you make your Java application memory efficient?

I suggest you use a memory profiler, see where the memory is being consumed and optimise that. Without quantitative information you could end up changing thing which either have no effect or actually make things worse.

You could look at changing the representation of your data, esp if your objects are small. For example, you could represent a table of data as a series of columns with object arrays for each column, rather than one object per row. This can save a significant amount of overhead for each object if you don't need to represent an individual row. e.g. a table with 12 columns and 10,000,000 rows could use 12 objects (one per column) rather than 10 million (one per row)

You don't say what sort of objects you're looking to store, so it's a little difficult to offer detailed advice. However some (not exclusive) approaches, in no particular order, are:

• Use a flyweight pattern wherever possible.
• Caching to disc. There are numerous cache solutions for Java.
• There is some debate as to whether String.intern is a good idea. See here for a question re. String.intern(), and the amount of debate around its suitability.
• Make use of soft or weak references to store data that you can recreate/reload on demand. See here for how to use soft references with caching techniques.

Knowing more about the internals and lifetime of the objects you're storing would result in a more detailed answer.

Ensure good normalization of your object model, don't duplicate values.

Ahem, and, if it's only millions of objects I think I'd just go for a decent 64 bit VM and lots of ram ;)