This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
All of these classes already have java.awt.Component as an ancestor; maybe you can make use of that fact.
But as far as top level windows go, I don't think there's any reason you're forced to use JDialog or JOptionPane, except for modality; off the top of my head I don't believe you can implement a true modal dialog with JFrame (someone may prove me wrong here, though.) If you can live without true modal dialogs, then there's no reason not to do what you suggest, other than the reinventing-the-wheel that' you'd be doing instead of using JOptionPane.