How to distribute Java Application

Distribute the Source Code and let users compile it themselves, or provide make files, etc..

This is probably ok for open source projects, but very unusual for anything commercial. I'd recommend providing it as an option for the techies, but distributing JARs also

Package it into a JAR

I'd call this the best practice

and have self extracting archives

How about making the jar executable instead?

I'm hoping for some explanations about the most common options (and one's I haven't thought of) and in particular, do they require a user to have a JVM, or can it be bundled with one - personally I'm not too fond of an installer which halts due to a lack of JVM.

I don't think it's legal to bundle JREs. That said, it's rather obvious that a java-based solution won't work without Java. OpenOffice and many others fail to install without an installed JRE. I'd say that's understandable and OK.

IzPack seems to be a good solution to create Java-based installers.

My primary motivation for this question (which I appreciate is similar to others) is to find solutions that don't require the user to already have a JVM installed

As I wrote, I think it's not legal to bundle the JRE [UPDATE: it is legal, read this document for reference] (and also not a good option, as you'd have to bundle many different OS / architecture combinations). So the only other way would be native compilation (can't help you with that, sorry).

InstallBuilder allows you to easily distribute Java applications and bundle a JVM (although itself does not require Java, so as you mention you will never get errors because the end user does not have a JVM in the machine). It is a commercial product (diclaimer, I am the original developer) but we have discounts for small ISVs and free licenses for open source projects. It is in use by MySQL/Oracle, Jaspersoft, Alfresco, Pentaho and a bunch of other ISVs with Java-based tools and those apps have been downloaded literally millions of times with no major issues. Give it a try :)