What is the Java equivalent to C#'s Windows Forms for building GUI apps easily and rapidly
Are you talking about a GUI builder?
There are many GUI builders out there. Some IDEs like Netbeans come with nice GUI builders for Java.
There are options in the Java community for 'one-stop downloads' like you mention. They are out there, they're just not as public as Visual Studio is. EasyEclipse is one of my favorites.
I've done a fair bit of work (> 4 years) on both platforms and the biggest difference I have found is not so much with the languages per se, but with the whole development environment. Specifically:
In .Net (be it ASP.Net, C# or VB.Net) the examples you find on MSDN or elsewhere tend to just work without a whole lot of tweaking, and the documentation is more reliable, whereas Java examples - especially the open source ones - often don't work out of the box and the documentation (yes, Apache Slide and Shindig - I'm looking at YOU!) is sometimes non-existent.
Having said that, the sheer amount of choice for plugins, libraries and the like for the Java platform is enormous, which is unsurprising considering its (largely) non-proprietary nature.