I usually like to do server side Java but I must say that I am having a lot of fun writing a Java client application this week using JFC/Swing.
I am using both Netbeans 4.1 (for the UI designer capability) and IntelliJ for general coding. I could never get into IntelliJ's UI editor, so I use NetBeans to design plugable components (JPanels) in NetBeans and then copy the code over to my IntelliJ project. This sounds cumbersome, but it is really a fast operation. Also, in trying hard to keep the line count down, I like to do a lot of refactoring of common presentation components and very little of my time is actually spent using Netbeans 4.1.
BTW, the Netbeans UI designer keeps getting better and better, really a pleasure to use :-)