A very good (fast) random number generator from Geroge Marsaglia.

Here's the paper: http://www.jstatsoft.org/v08/i14/paper

I just ported it to Java as it lacks usigned type, it's paper's xor128() equivalent (tested it).

At the end, the generated long is divided by max float to give you nice [0..1) number.

That is probably your best bet if you need a good and fast PRNG for some monte carlo or other statistical simulations, not for cryptography though.