Launch4j

Launch4J is a powerful and reliable solution to convert your Java JAR files into Windows-native EXE executables.

This handy tool offers a really convenient manner of wrapping JAR apps into EXE files, as it also offers access to all the options that one might possibly need when performing this transformation. For example, it lets you bundle a specific JRE version or make the app ask to search for one if needed. It also allows setting runtime options, environment variables, an app icon, a splash screen, the Java download page, and many more. Furthermore, dynamic classpath resolution using environment variables and wildcards is also supported, as well as digital signing of the executable with sign4. Launch4J is actually impressively powerful and comprehensive, providing a lot of cool features that would take many pages to enumerate. Yet, it's very small, neat, lightweight, and best of all, open source.

I also like Launch4J because it supports GUI and console apps, as well as Windows application manifests. Moreover, it can be used to create launchers for JARs and class files without wrapping. Build integration through an Ant task and a Maven Plugin is also available.

Though amazingly feature-rich, Launch4J is not complicated or difficult to use. Its interface is neatly organized into tabs and easy to use by anyone.

To sum it all up, Launch4J is a great tool for anyone Java app developer that needs a quick way to wrap JARs into executables.