I admit that user warnings are not that pleasant. But I do not understand what you mean by signing headache. It is no more a headache than compiling. One row in an ant-file:
<signjar keystore="abc.ks" jar="dist/abc.jar" alias="MyAlias" storepass="mypassword" />
Oh, yeah, I am admittedly an old-schooler, who struggled with command lines for signing. So BTW, thumbs up for the ant team for easing that up.
What this doesn't solve: f*cking big warnings letting the user know that if his machine blow up, it's not Sun's fault, OR you have to pay a big*ss sum of money to Verisign to look legitimate. Your choice. (Oh, and did I forgot to mention that (self-forged) certificates expired every 6 months ? Well, that's kind of an incentive to keep your project alive

So no, I don't see JWS as a viable deployment alternative for anything except Java4K. For Demo distribution (yes, on CD-rom/usbkey/onefile-download, you heard me), go for OneClick/FatJar/whatever, and for serious desktop apps, go for IzPack/BitRock Builder.
But again, your mileage may vary. In my experience, good things often don't come directly from Sun, they come from around Sun. (E.g. amazing Java APIs/apps, but leaves-to-be-desired java compiler/memory usage, etc., read alioth debian shootout if you don't see what I mean).