I've just noticed a poll that is currently running on the java.net home page asking if anyone has ever ran a Java Web Start Application.
I must say that the results were quite encouraging. At the time of writing, 80% of the respondents have answered "yes" to the question. ( You can see the current poll results here ).
Being able to run applications without having to install any software (apart from the loader) has got to be one of the most beneficial aspects available to modern computing. I still remeber the old days when IT departments had to manually install software on every workstation.
One of my favourite examples of using Web Start is on Santhosh Kumar's WebLog (which, incidentally, I recommend to anyone doing Swing development) where he provides sample Java code and then a Web Start example of the code.
If you are one of the 20% that hasn’t run a Web Start application yet, have a look at Sun's docs.