I made couple of tries with cobertura and Jacoco. As Peke mentuoned, there's nothing fancy about coverige; just compile with instrumentation, and then process the reports.
That's where the "fun part" came; with cobertura it's easy to generate reports, and those were nice, too, but couldn't be used in Sonar (because only way to get integration test reports to it is to provide jacoco's file). And even-though Jacoco providec it's coverage report, Sonar wasn't able to use it at server. Local version worked fine.
But, if you don't need to include those reports to e.g. Sonar, Cobertura is quite nice and easy way to get separate coverage reports (especially when using Maven build).