Depending on what you're doing you might like to take a look at GMP (gmplib.org) which is a high-performance multi-precision library. To use it in Java you need JNI wrappers around the binary library.
See some of the Alioth Shootout code for an example of using it instead of BigInteger to calculate Pi to an arbitrary number of digits.
https://benchmarksgame-team.pages.debian.net/benchmarksgame/program/pidigits-java-2.html