Also stay away from Swing andwhat you normally think of as AWT unless your performance requirements are very minimal.
For a 2D game you can use AWT active rendering. See this article:http://java.sun.com/docs/books/tutorial/extra/fullscreen/
Or you can do 2D through 3D using OGL. FOr OGL you use either LWJGL or JOGL.
You will also want to do controller discovery and polled input. LWJGL has its own built in support for this, JOGL is built to work with an external library such as JInput. For audio again LWJGL has its own or you can use JOAL with JOGL.
Games are not built anyting like Swing apps. If thats your expereicne you have a lot of re-learning to do.