Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, and a Java download page in case the appropriate JRE cannot be found. The increase in size of the application is small.
Cinabox (Continuous Integration in a Box) automates the setup of a Continuous Integration (CI) system by doing The Simplest Thing That Could Possibly Work. It consists of two simple scripts to set up a cruisecontrolrb CI server from scratch on an Ubuntu 8.04 system: one script to bootstrap Ruby, and another script to set up CI.