I cringe every time I have to make a Swing GUI for Java projects at my uni. It might just be me, but I can never get them to look half decent.
I wrote an article last year on how to design the dialogs with Netbeans and write the code with Clojure: http://inclojurewetrust.blogspot.com/2010/11/how-to-build-gu...
I concede though that if you go with out of the box LNF's, even Nimbus, your results will not be up to par.