I would like to suggest our cross platform installation tool, BitRock InstallBuilder. Although it is not Java-based, it is commonly used to package Java applications. It can be easily integrated with Ant and you can build Windows installers from Unix/Linux/Mac and the other way around. Because the generated installers are native, they do not require a self-extraction step or bundling a JRE, which means smaller installers and saves you some headaches. I also would like to mention we have free licenses for open source projects
