I am writing an application in Java for the desktop using the Eclipse SWT library for GUI rendering. I think SWT helps Java get over the biggest hurdle for acceptance on the desktop: namely providing a Java application with a consistent, responsive interface that looks like that belonging to any other app on your desktop. However, I feel that packaging an application is still an issue.

OS X natively provides an easy mechanism for wrapping Java apps in native application bundles, but producing an app for Windows/Linux that doesn't require the user to run an ugly batch file or click on a .jar is still a hassle. Possibly that's not such an issue on Linux, where the user is likely to be a little more tech-savvy, but on Windows I'd like to have a regular .exe for him/her to run.

Has anyone had any experience with any of the .exe generation tools for Java that are out there? I've tried JSmooth but had various issues with it. Is there a better solution before I crack out Visual Studio and roll my own?

Edit: I should perhaps mention that I am unable to spend a lot of money on a commercial solution.