Java Thread every X seconds

In Java 5+ with a ScheduledExecutorService:

ScheduledExecutorService exec = Executors.newSingleThreadScheduledExecutor();
exec.scheduleAtFixedRate(new Runnable() {
  @Override
  public void run() {
    // do stuff
  }
}, 0, 5, TimeUnit.SECONDS);

The above method is favoured. Prior to Java 5 you used Timer and TimerTask:

timer.scheduleAtFixedRate(new TimerTask() {
  @Override
  public void run() {
    // do staff
  }
}, 0, 5000);