Ok,

The JFrame:

-Is always doublebuffered (as far as i know)
-consist of several container 1. the Frame, 2. the rootPane, 3. the glas Pane, 4. the contentPane
- There are other window container types like JDialog or JWindow with special functions
-Always add other components to the contentPane. If you don't want to write frame.getContentPane().add(...) everytime do this:
"Container c = frame.getContentPane(); c.add ..."
-Don't use a visual swing gui editor, most of them are crap
-Don't forget the layouts. A JFrame's contentPane always has the BorderLayout aplied as standard. If you add a component do this c.add(myPanel, BorderLayout.CENTER) (or NORTH, SOUTH, WEST, EAST)
-Google for Layouts and JFrame or Swing. There are tons of tutorials about Java outside
-Java is the best language to do quick prototypes or toolsets. It comes with all structures like Lists or Hashmaps, all important Math functions and since 1.6 with a very improved rendering system (improved awt)
- btw. since 1.6 the awt (Component manager) supports transparent windows or perpixel masks