Use a Set, implemented as TreeSet.

Use a Set, implemented as TreeSet.

You could improve performance by using a HashMap for figuring out whether the value doesn't exist already in the ArrayList. Of course, if you don't need the values to be kept in order, you could use a Set, which guarantees all values to exist only once by definition.

I would probably write a class (e.g. my.package.ValueList), which would have an ArrayList and a HashMap as instance variables.

Some sketchy code:

public class ValueList
{
  /**
   * Stores the added values maintaining order.
   */
  private List valueList;

  /**
   * Stores the added values for faster search.
   */
  private HashMap valueMap;

  /**
   * Trivial constructor, which initializes the underlying 
   * data structures.
   */
  public ValueList()
  {
    this.valueList = new ArrayList();
    this.valueMap = new HashMap();
  }

  /**
   * Adds the given object to the list, if the value 
   * doesn't exist yet.
   */
  public void add(Object obj)
  {
    if (this.valueMap.containsKey(obj) == false)
    {
      this.valueList.add(obj);
      this.valueMap.put(obj, "obj exist");
    }
  }

}