I think you will experience some headache if application is to be run on different OS-es, dont know for now, but before there was no support for Mac OS, so forget about it if your app is to be run on Mac OS.
We also had this question in company and decided to go with Swing, because for normal desktop application you just cannot sense the speed difference which is supposedly on SWT side, and this speed you are buying with ruining WORA principle, you have to bring with your application needed .dlls or .so files to natively support your application running in desired OS-es.
For long time Swing part of Java (with printing) was weak point of Java. I think they will make much more out of Java if they succeeded to make Swing simple, intuitive and responsive at that time. Nowadays they made some positive steps in it, although still can be said, swing is big, complicated..