Easiest way to package a Java project is to create an executable jar for it. You probably should google for more information on the 'jar.exe' program (sry for window bias)
If you have external dependencies you should put those in separate jars and include them in the classpath in the jar manifest file.
The only other thing to worry about is getting java installed on other people's machines. In general it is best if possible to have them download java themselves as they will get the latest and greatest from this website. If that's not possible you may want to look into getting sun's permission to distribute Java with your app.
To prepare the project for web start launch,
jar the classes, & prepare a JNLP launch file that
adds them to the classpath (via a <jar> element
within the <resources> section of the JNLP file).
If the project needs to break out of the security
sandbox, it will need to be signed.