How to make installer of java desktop application for multi-platform?

Installer tools for Java have been dealt with in quite many questions on SO, and most options have probably been mentioned already:

• What’s the best way to distribute Java applications?
• Java Application Installers
• What is the best installation tool for java?

See also other questions tagged java+installer.

If a commercial tool is ok, the best multi-platform installer for Java software, to my knowledge, is install4j; I can definitely recommend it (more about my experiences with it).