Xenoage Java Exe Starter - Creates an Exe to start a embedded Jar with an icon and allows JRE-selection. [Open Source, GPL] - http://www.xenoage.com/jestart/
launch4j - Cross-platform Java application wrapper for creating windows native executables. [Open source, GPL/LGPL] - http://launch4j.sourceforge.net/
exe4j - A Java EXE maker that helps integrate Java applications into the Windows operating environment. [Shareware] - http://www.ej-technologies.com/products/exe4j/overview.html
NativeJ - Generates native EXE for Java applications in a simple point-and-click interface. - http://www.dobysoft.com/products/nativej/
Java Service Wrapper - Makes it possible to install a Java Application as a Windows NT Service or a UN*X daemon. [Open Source] - http://wrapper.tanukisoftware.org/doc/english/index.html
JWinSvc - Wrapper designed for Windows NT/2000/XP/2003 which enables to run Java applications as usual NT services. [Commercial] - http://www.cscare.com/jwinsvc/
jStart32 - a Win32-EXE wrapper to start JAVA Applications running on Windows 2000 or Windows XP. [Open Source, GPL] - http://jstart32.sourceforge.net/
JSmooth - a Java Executable Wrapper creation system that generates Win32 executable files (.exe) [Open Source, GPL] - http://jsmooth.sourceforge.net
JExeCreator - Create native 32-bit Windows executables for launch Java applications. [Shareware] - http://www.ucware.com/jexec/
Executor - Creates a Win32 executable file from an executable jar file. [Commercial] - http://mpowers.net/executor/