<p>I'd like to get comments from people who have used or evaluated Coverity for statically analysing Java-code. I know it's popular in C/C++ world, but is it worth spending the money for Java analysis or am I better off with PMD, Findbugs and other Open Source tools?</p>

I'll chip in with a somewhat relevant answer. I've used Klocwork for the both Java and C code. Klocwork is a close competitor of Coverity... cost-wise they are about the same ( look carefully, Klocwork looks cheaper until you actually buy what you need ), and feature-wise they fight back and forth.
For C/C++, it's great. For Java.... well, it helped find a lot of resource leaks ( #$@^#ing Java developers seem to forget that resources like file handles aren't garbage collected ), but it doesn't seem to find many "critical" bugs. It's probably because the language itself does help protect against some of the more basic but hard to find errors ( array overflows, pointer corruption, etc ).
Get Coverity in to run a demo, they are more than happy to. See what sort of things they find.