Using a "private jre" sounds like a good approach. How do you deploy that, though. The only way I've seen is by bundling a JRE inside an installer.
well yeah I use Nullsoft installers
and all you do really is have a jre folder beside your other stuff
and the exe (which in my case is just a batch file compiled to an exe) will call this jre
if you install Arcane Nebula and look into the folder
there is a .dat file, which is a jar file just renamed, an exe file which calls it
and besides the game content and libs a folder called "vm" which is just a jre folder (server vm included by copy)