Though we also have the ability to package a linux installer (without VM) for a "remote mode" version of our application. It's essentially the UI to the real app that talks to a server via TCP instead of to a local process via JNI.
And everyone here HATEs doing installers (because all Installers seem to be painful to deal with), so it's not like we want to do it all over again just to save some bytes in the download... well I want to, so long as it isn't me doing it

Can I pack/unpack the JARs from a JRE install without hosing anything? (e.g. they are signed, right?)
That also means if Sun adds a new JAR to the mix in Java 6, then I have to tweak everything all over again or have some obscure bug because a class is missing and it isn't found until some weird user tries something dumb.
I think this is really a job for the Install Anywhere folks.