I wholeheartedly agree with Damocles above: The end-user experience needs to be convenient. Ideally, the end-user wouldn’t even know/care they’re running a Java application. Of course, Oracle’s marketing department probably wouldn’t go for that.
I’m providing a small exe/dmg (as well as jar) that launches the game, but the end-user still has to install Java. I wish my exe could just include the JRE, and not just as a separate component of an installer – the exe would actually be the JRE+app. That makes for a much larger download (my exe is only 82KB, but that’s just a boot loader), but at least it would be a single file launcher with no external dependencies for the user to mess with.
To stay on-topic: I’m working on it (but not technically commercial yet, until I start actually making money). Just a modest niche indie title; certainly not AAA (or even well known yet).