well the very first step towards your JEE is NCERT text books :)
@ makanata :
u can find the ncert text books here online :
http://www.ncert.nic.in/textbooks/testing/Index.htm
after doing NCERT u can go to the other higher level books :)
For Physics : H.C.Verma , DCP (esp. for problem solving) , Resnick Halliday Walker (as a reference book)
For Maths : ML Khanna , R D Sharma , Asit Das Gupta , TMH ..