My favorite has always been the Manning book; Swing, by Robinson. Covers from the basics to advanced topics, great code examples. It's getting a little dated (Java 2), but still a great reference.
Darrin
Life is good on the Ponderosa,<br />but mind where you step.
One book I saw recently in my local bookshop was Herbert Schildt's "Swing: A Beginner's Guide", published a couple of months ago. I only thumbed through it briefly, but it looked like it covered the basics well. I couldn't find a review of it online, but it might be worth checking out.
Matt
Inquisition: open-source mock exam simulator for SCJP and SCWCD