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.
I've used IzPack in the past, it worked well. On the project I'm currently working on, part of our software installed with an NSIS installer. But it can only make an installer for Windows (not for OS X or Linux), as far as I know.