I know this question has been asked many a times and all the time there is an answer which says about using an executable jar or making an .exe using launch4j or similar app
I was in the same situation a few months ago. After trying out a lot. I suggest NSIS. There is a nice plug-in for Eclipse EclipseNSIS with some templates. It helps a lot to get a basic installer with just some easy clicks. If the resulting code is not sufficient you can do the rest work by coding, but most of the code is generated by EclipseNSIS.