The native look and feel is important and is also addressed in the current JDK 1.6 release.
But with Swing it is also very easy to switch the L&F, event afterwards. It is enough to provide the system property -Dswing.defaultlaf= to change it. There is a new L&F called nimbus with a webstart demo. It looks great (event better than substance :-)).
NEW: Online Workhop Effective WebApps without Frameworks is also coming to: MUC Airport.