This is the most-read tutorial on Swing without a doubt. Run through the tutorial from beginning to end if you have time, to learn the Swing way of doing things.
At the same time, try to locate a copy of JBuilder to see the template code that it creates for Swing apps. You will code by hand using Eclipse or whatever, but JBuilder can show you some standard ways of doing things. If you can't get a copy, check out some of the Swing plugins for Eclipse. In all cases, try to keep in touch with the code yourself: most UI editors are only helpful in the suggestions they give you.