If you want to stick with Java, have a look at LibGDX, which allows you to develop games for iOS, Android, Windows (not Windows Phone though, not sure whether you meant that) (BB via quick Android porting).
If you want to learn another language that is even more cross-platform, I'd suggest C++ for the fact it runs on nearly any platform.
A popular cross-platform game development framework in C++ is Cocos2d-X.