VIM is the best. I code in Netbeans with the jvi plugin so I get the best of both worlds.
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I really like the bitrock install builder. Its Free for open source projects. But you need to apply so its probably not enough time for any of the projects here to use it. I use it with my keyboarding master project and nautdrafter.
For this contest, I agree with Northburns, just bundle the jvm. Its easy. Just grab the latest JVM 64-bit from here and write a simple bash script that uses the jvm. If anyone is using jmonkeyengine, I think their IDE creates an installer. I think I saw one of the projects including the jmonkeyengine monkey asset.