In addition to the points that Theodore already mentioned:
Thin clients (usually web browsers) are usually used where it is essential that there is "zero deployment effort" for the users and that services are centralized to make maintenance and updates simpler. The drawback is that you are usually stuck with some fairly basic GUI capabilities - basically what browser can do with HTML (
Servlets,
JSP, etc.).
If the requirements make it clear that a "basic" GUI isn't sufficient and that the (power) users require a rich and more expressive GUI, you have to move to a thick (or rich) client (using Swing or even SWT). Sun's "Web Start" is a technology that attempts to minimize the deployment effort/impact for rich clients, so that you can use rich clients in situations that in the past were only serviced by thin clients.
[ October 06, 2005: Message edited by: Peer Reynders ]