Scott Delap, webmaster of ClientJava.com, just released Desktop Java Live 1.0, a cool book about Java desktop applications. I had the chance to read a few chapters before this release and I can assure you this is all good. The book is refreshing as it does not give you another full coverage of boring Swing components. Instead, it shows you how to use some great libraries (JGoodies Bindings for instance), it helps you understand Swing threading model, how to use layouts, etc.
Scott will also be speaking at JavaOne, be sure to be here, he surely have many things to teach us.