To make things even nicer, I've now added JSmooth to the mix. Basically gives you a whole bunch of options to configure (name, classpath, working dir, jars) then generates a little exe for you, complete with your custom icon. Not only does it give windows users the native double-clicky no-nonsense startup, but it'll automagically search out a suitable JRE on the users computer to start the app up with (or you can bundle one, but that tends to add ~20Mb to the distribution size).
The classpath handling is particularly nice, as it lets you add not only jars but directories (either absolute or relative to the exe). A quick brainwave later and I realised that adding a ./Data/ subdir to the classpath and placing it above everything else gives me nice quake-style resource patching, where ones found outside the jars take priority over those packaged within them.
A bit more tinkering and I was surprised to find that the level editor could be made to work externally with an exe wrapper too (it wasn't really intended to be used by anyone other than me, and so always gets run straight from Eclipse). So now a user can install/unzip the game, run the editor, make some new levels, then play the new levels in the game. Nice. [grin]
Of course theres no way of choosing a new level in-game at the moment, but I've proved it works by altering one of the tutorial levels. I think I'll have to add a special menu to list all externally found levels and let the user play them.