It's not easy coming up with a look and feel that will work well across many operating systems but anyone that remembers the Solaris-reminiscent lavenderness of the early days of Java will know that Java deserved better:
Nimbus (Free, included with JRE1.6u10+)
While keeping costs low is an important part of business this can be quite a limiting view. A commercial library may tie you in to a maintenance contract but it can also save you a substantial amount of time and money and could allow you to ship your product sooner. Also, if it's relatively easy to replace with a free one if necessary then the tie-in isn't such a problem.
If you want another quick, painless and free way to vastly improve your user's experience, you can use JWrapper to deploy your Java app as native apps on Windows, MacOS and Linux in minutes.