A GUI (Graphical User Interface) is easy to create after you have a few basic elements from these groups:
Top-level Containers are windows (JFrame, JDialog). Each window has two intermediate containers - a menubar which contains the menus, and the content pane which holds the components.
Intermediate Containers (eg, JPanel) contain components. Components are added to the intermediate container. Every container has a layout manager, which specifies how the components are arranged in the container.
Layouts specify how to arrange components in a JPanel (or other intermediate container). Every JPanel starts with a default layout manager, but it's better to set it explicitly.. Use one of Java's layout managers: FlowLayout, BorderLayout, GridLayout, GridBagLayout, BoxLayout, etc.
Components are the user interface controls like buttons (JButton, ...), text boxes (JTextField, JTextArea, ...), menus, etc. These are added to a container with the add() method, and the place they appear on a container is determined by the layout which is used for that container.
Listeners are attached to components and contain the code that is called when the component is used (eg, a button is clicked). This is how a user action on a component (like a click on a JButton or moving a JSlider) is connected to a Java method. As long as you work with components, you never have to use low-level listeners (eg, mouse listeners and key listener) because the components take care of this for you.
Other. The above are essential elements for user interfaces, but others will be useful in some programs. Eg, drawing graphics, animation, mouse, keyboard, sound, ... Good guidance on the appearance can be found in Sun's Java Look and Feel Design Guidelines, which is available on-line for free (java.sun.com/products/jlf/ed2/book/).
There are some simple patterns using constructors, anonymous listeners, etc to produce a reasonable program.
Some IDEs have GUI editors. There are also separate GUI editors, eg XUI and UICompiler.