Integer.valueOf() vs. Integer.parseInt()

Actually, valueOf uses parseInt internally. The difference is parseInt returns an int primitive while valueOf returns an Integer object. Consider from the Integer.class source:

public static int parseInt(String s) throws NumberFormatException {
    return parseInt(s, 10);
}

public static Integer valueOf(String s, int radix) throws NumberFormatException {
    return Integer.valueOf(parseInt(s, radix));
}

public static Integer valueOf(String s) throws NumberFormatException {
    return Integer.valueOf(parseInt(s, 10));
}

As for parsing with a comma, I'm not familiar with one. I would sanitize them.

int million = Integer.parseInt("1,000,000".replace(",", ""));

First Question: Difference between parseInt and valueOf in java?

Second Question:

NumberFormat format = NumberFormat.getInstance(Locale.FRANCE);
Number number = format.parse("1,234");
double d = number.doubleValue();

Third Question:

DecimalFormat df = new DecimalFormat();
DecimalFormatSymbols symbols = new DecimalFormatSymbols();
symbols.setDecimalSeparator('.');
symbols.setGroupingSeparator(',');
df.setDecimalFormatSymbols(symbols);
df.parse(p);

Integer.valueOf() returns an Integer object, while Integer.parseInt() returns an int primitive.