PrintWriter out = new PrintWriter(new BufferedWriter(new FileWriter("hoge.txt")));
out.println("hello, world");
out.close();

上記は↓のコードとほぼ等価:

Writer out = new BufferedWriter(new FileWriter("hoge.txt"));
try{
　　out.write("hello, world");
　　out.write(System.getProperty("line.separator"));
} catch(IOException ex){/* */}
out.close();

ってか、PrintWriter クラスのソースを読め。