Example Java 8 collectors for Guava.

GuavaCollectors.java

/*
 * Copyright (C) 2014 Square, Inc.
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 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
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import com.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableSet;
import java.util.stream.Collector;

import static java.util.stream.Collector.Characteristics.UNORDERED;

/** Stream {@link Collector collectors} for Guava types. */
public final class GuavaCollectors {
  /** Collect a stream of elements into an {@link ImmutableList}. */
  public static <T> Collector<T, ImmutableList.Builder<T>, ImmutableList<T>> immutableList() {
    return Collector.of(ImmutableList.Builder::new, ImmutableList.Builder::add,
        (l, r) -> l.addAll(r.build()), ImmutableList.Builder<T>::build);
  }

  /** Collect a stream of elements into an {@link ImmutableSet}. */
  public static <T> Collector<T, ImmutableSet.Builder<T>, ImmutableSet<T>> immutableSet() {
    return Collector.of(ImmutableSet.Builder::new, ImmutableSet.Builder::add,
        (l, r) -> l.addAll(r.build()), ImmutableSet.Builder<T>::build, UNORDERED);
  }
  
  private GuavaCollectors() {
    throw new AssertionError("No instances.");
  }
}

ImmutableSet are ordered so you should not use the UNORDERED Characteristic.
A high-performance, immutable Set with reliable, user-specified iteration order.

I wasn't able to get ImmutableSet.Builder::add to work. Since it is not a static method, I got it to work using (b, e) -> b.add(e) instead.

EDIT:

Ok there's something I don't understand (or that my Eclipse is confused about) since ImmutableSet.Builder::build works but not ImmutableSet.Builder::add

Good example of Collectors with Guava collection!

Use ImmutableList.Builder<T>::new, ImmutableList.Builder<T>::add instead of get round eclipse problem

Here is a full code version

/** Collect a stream of elements into an {@link ImmutableList}. */
public static <T> Collector<T, ImmutableList.Builder<T>, ImmutableList<T>> immutableList() {
    return Collector.of(ImmutableList.Builder<T>::new,
            ImmutableList.Builder<T>::add, 
            (l, r) -> l.addAll(r.build()),
            ImmutableList.Builder<T>::build);
}

/** Collect a stream of elements into an {@link ImmutableSet}. */
public static <T> Collector<T, ImmutableSet.Builder<T>, ImmutableSet<T>> immutableSet() {
    return Collector.of(ImmutableSet.Builder<T>::new,
            ImmutableSet.Builder<T>::add, 
            (l, r) -> l.addAll(r.build()),
            ImmutableSet.Builder<T>::build, UNORDERED);
}

Just to provide another variation, here's the collector for map:

/** Collect a stream of elements into an {@link ImmutableMap}. */
public static <T, K, V> Collector<T, ImmutableMap.Builder<K, V>, ImmutableMap<K, V>>
        toImmutableMap(Function<? super T, ? extends K> keyMapper,
                       Function<? super T, ? extends V> valueMapper) {
    return Collector.of(ImmutableMap.Builder<K, V>::new,
        (r, t) -> r.put(keyMapper.apply(t), valueMapper.apply(t)),
        (l, r) -> l.putAll(r.build()),
        ImmutableMap.Builder<K, V>::build,
        Collector.Characteristics.UNORDERED);
}

Guava 21.0 has these built-in. See e.g. com.google.common.collect.ImmutableSet.toImmutableSet.