Well, you have java web start. Unfortunately it can be buggy in some cases.
There is also jExpress, a commercial alternative; That's what we use in our company and the results are very good.
Edit:
One show stopper I bumped into, in JWS was related to hibernate3.jar file. Don't know exactly why but it errored out while downloading complaining about signature, although the file was properly signed. Here is the bug report posted by someone in july 2010; apparently it might have been fixed for 1.7 release. Great!
The other grudge I have with JWS is the plain user experience:
The user needs to download a .jnpl file which is not really an executable. If the user screwed up the file associations, bad luck; you'd better hope he heard of "javaws" :)
After you run the program through JWS (or the shortcut it creates) there's a java splash screen and then a (sometimes) very big pause until the program actually starts. Most users will probably think nothing happend or the program crashed.
answered 2011-01-30T18:27:34.053