I have been doing java swing development for the last few years - whenever I start a new contract job on an existing swing project I am usually amazed that people working with swing have never heard or seen these two articles on java.net

1. closure style actions
   Make sure you are not writing tons of inner classes to handle your actions or even use a global event handler
2. modify swing when the components are added
   This is great to style a component when it is added to the UI according to the operating system or make a change to a component without having to implement it for every look and feel that you support
   

These two articles can be a great starting point to make your life developing swing easier.