Anyone know of a quick tutorial on the best way to package and distribute a new java program?  Is there a preferred free packaging system?

looks like jsmooth and launch4j.

I like launch4j (to make the jar into an exe on windows) and NSIS for installation/uninstallation.

For linux, I like "makeself".

For Mac? I don't know. Currently I'm just using Java Webstart since I don't know how to make or test a Mac install, but I hear it's pretty easy.

Edit: (since you're quick on the draw there) I do prefer launch4j over JSmooth. JSmooth is easier, but launch4j can make your app look and act much more professional, and it's also actively developed, whereas JSmooth is not.

http://www.izforge.com/izpack/ IzPack is a free, cross platform installer, written in Java.

I just packed a game (made an executable) with launch4j and it performed well, so I recommend it.

Launch4j is very nice to make it look professional, but unless you have a small app with everything sitting in one jar, you might also be interested in using an installer. One was already recommended above, but personally I recommend Inno Setup.

I agree that launch4j is suited for smaller applications. I didn't try it (just am about to try), but I know there is Null Soft installer with eclipse plugin - sounds handy...