You don’t need a library beyond the standard one – just use Charset. (You can just use the String constructors and getBytes methods, but personally I don’t like just working with the names of character encodings. Too much room for typos.)
EDIT: As pointed out in comments, you can still use Charset instances but have the ease of use of the String methods: new String(bytes, charset) and String.getBytes(charset).
See “URL Encoding (or: ‘What are those “%20” codes in URLs?’)”.