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DST is properly handled by Java's TZ classes. (Note, though that TZ rules an can and do change--google for 2007 daylight time or somesuch, for a timey example), but if you've got the up-to-date TZ classes with the current rules, you're good to go.
Date always hold the number of milliseconds since the epoch (1/1/1970 UTC). It has no concept of TimeZone or Daylight Saving or Leap Years/Seconds.
Calendar and SimpleDateFormat know all about TimeZone and Daylight Saving and Leap Years/Seconds. SimpleDateFormat takes them into account when formatting and parsing. GregorianCalendar takes them into account when you extract field values.
Date always reflects the true time and is not concerned with how Windows treats the date/time. It does not loose or gain an hour when Daylight Saving kicks in or out but Calendar and SimpleDateFormat handle the change in displayed values.