Asynchronous HTTP Client for Java

As a relative newbie in the Java world, I am finding many things frustratingly obtuse to accomplish that are relatively trivial in many other frameworks. A primary example is a simple solution for asynchronous http requests. Seeing as one doesn't seem to already exist, what is the best approach? Creating my own threads using a blocking type lib like httpclient or the built-in java http stuff, or should I use the newer non-blocking io java stuff - it seems particularly complex for something which should be simple.