Wow! This is exciting: from Sun programmer Chris Oliver is F3, a scripting language which allows you to produce Swing applications with fairly minimalist syntax.
Since I'm mentioning this, it's also worth reminding the world about Processing a nice graphical scratchpad which uses Java treated as sort of a scripting language. They do it by giving you an editor in which you type graphical directives -- really just methods off of an Applet subclass with a lot of utility methods. It puts more immediacy into awt/swing programming for sure.
If you're used to doing more serious java programming, it can be annoying. The implementation involves a mongo big extension of the Applet class and compiling your script into a big class with inner classes. It produces some strange scoping problems and I found I simply couldn't get things to work which seemed pretty simple. On the other hand, you can just start scripting up some graphical effects and go! For what it is, it's one of the great computational art making quick-fixes.
F3 looks like might have a lot of promise.