Executable Jar File : Distributes your file as an executable JAR file.
JSmooth: JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications
JexePack : JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files)
LaunchAnywhere : A LAX Executable is an executable file that is used to launch a Java application on any LaunchAnywhere-compatible platform.