I'm busy writing a free GUI primer for new Java developers. This tutorial is aimed at Java students that have not done GUI development before and takes you through all the steps required to get a basic understanding of Java GUI development.
I cover basic JFrame, JLabel, JButton and JPanel objects as well as how layout managers work with focus on border layout and flow layout.
You can download the draft at http://www.javak.co.za/tutorials/guiprimer/ in Adobe Acrobat PDF format.
This is a work-in-progress and will be expanded soon. Check back here in a few weeks for more updates.