What’s the deal at the time, with Java 1.4, is SWING still a lot slower than AWT for games programming? I have been programming in Java for couple of years, but only server-side. Now I’m getting into this 2D side and games programming so I need to get up to speed on whatsup! It’s great to have this board! 
I believe the general consensus of those who understand how to use Swing, is that it is excellent for general windowing. It is very flexible and plenty fast.
You wouldn’t however want to use Swing for gaming. In fact, generally speaking, most games do not utilize their host platform’s windowing system - assuming there even is one.
That said, you could probably make good use of Swing anywhere outside of your main game loop.
God bless,
-Toby Reyelts