To make installation easy (so that your users don't have to manually download and install a JRE), you could use one of these
installer generators to generate an installation program. Some of those in the list can automatically download and install a JRE if the user doesn't have it (or doesn't have the right version for your application).
You could also use
Webstart (but your users will need to have Java already installed to use that).
[ July 14, 2008: Message edited by: Jesper Young ]