The Nimbus theme does not look so bad, otherwise you can still set the native theme. http://docs.oracle.com/javase/tutorial/uiswing/lookandfeel/n...

I wrote an article last year on how to design the dialogs with Netbeans and write the code with Clojure: http://inclojurewetrust.blogspot.com/2010/11/how-to-build-gu...

The "native theme" still looks poor and out of place.

With some custom code and the help of libraries like MacWidgets, you can make some decent native-looking GUI's with Swing. See my profile for an example of one - it's a large-scale desktop application.

I concede though that if you go with out of the box LNF's, even Nimbus, your results will not be up to par.