I have used these three open source tools for packaging my java apps, but they all look like abandon-ware now. All three are very good pieces of software. What are the optio
Since none of the answers were approved, and JavaFX 2.2 has not been mentioned above (was not available at the time of the answers) here goes:
JavaFX 2.2 (part of Java Runtime and SDK since 7u6) allows building native exe/dmg/rpm's that tag along the full RT component as well. I believe this is a valid answer to your need, as well as an officially supported solution from Oracle.
https://blogs.oracle.com/talkingjavadeployment/entry/native_packaging_for_javafx