Although this is not groovy or grails specific, one of the main ways to share Java libraries is through Maven. Since groovy and grails are built on the Java platform, Maven is also widely used there. Maven itself is a project for managing dependencies of large projects and provides a method for automatically resolving and downloading jar files from remote repositories. Although it is mainly used to download binary files, it can also load source and javadoc.
A good starting point is Maven Central, which hosts a large number of widely used java projects. Maven doesn't understand very well what is there, but it's great when you know what you want. There is a search interface here: http://search.maven.org/
To use the jar from maven in a groovy project, use the @Grab annotation .
In grails, you can declare maven dependencies in BuildConfig.groovy .