I made a Java application which I would like to distribute on Windows, OSX and Linux without distributing a jar file. I used the great Windows exe wrapper http://launch4j.so
JarBundler is obsolete, but there is a (better) official replacement: the javapackager tool.
For OSX, A simple, well explained, step by step tutorial on how to create a DMG from java is here: http://centerkey.com/mac/java/ . For other platforms, you just need to modify the example by using the proper switches in javapackager.