You can specify your own custom web.xml in
your project's /WEB-INF/ folder
So if your project is something like
C:\projectName\, then place web.xml under
C:\projectName\WEB-INF\web.xml
If you want to totally get rid of web.xml it doesn't make any sense, because your container (example Tomcat) uses web.xml to access the Servlets and bascially interact with your application.
Example of web.xml that is compliant with Servlet 2.4 spec which is used by Tomcat 5.5.x
<?xml version="1.0" encoding="UTF-8"?>
<web-app version="2.4"
xmlns="http://java.sun.com/xml/ns/j2ee"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://java.sun.com/xml/ns/j2ee http://java.sun.com/xml/ns/j2ee/web-app_2_4.xsd">
<welcome-file-list>
<welcome-file>
index.jsp
</welcome-file>
</welcome-file-list>
</web-app>