I suggest that before you make things "nicer"
you try to improve the readability and legibility
as well as the consistency of your visual design.
That pays back and often it actually is perceived
as "nicer" by users, because the design seems
to be cleaner.

You can find a couple of Don'ts and Do's for that
in my presentation "First Aid for Swing" at
http://www.jgoodies.com/articles/ The slides refer
to an example application that shall demonstrate
the effect of different visual changes, see
http://www.jgoodies.com/freeware/metamorphosis/index.html

I suggest that once you've cleaned up your design,
you can add eye candy in a second step: carefully add
color, great typography, animations, visual effects.
See for exampel the effects mentioned by Romain Guy:
http://www.jroller.com/page/gfx
I provide a free animation library for Swing:
https://animation.dev.java.net/ It's used in several
of my tools and demos that you can download from:
http://www.jgoodies.com/freeware/index.html

Hope this helps. Kind regards,
Karsten Lentzsch

Form follows function. If people have to work with the application for
six hours in a row you effort is better spend in making it easy to work
with the application. Eye candy is probably a sales argument, but people
will get used to your eye candy soon and don't recognize it any more.

Remove as much confirmation dialogs as you can. E.g. the dreaded "Do you
really want to do this?" questions. Or the "I have finished something,
press Ok to continue" dialogs. Instead provide a properly working
unlimited undo feature.

Simplify your menu structure. Deep structured menus are difficult to
navigate.

Run tasks in the background instead of letting the users having to wait
for something to be finished before they can continue.

Polish keyboard navigation, especially if people have to fill in forms.

Make forms customizable. Many forms contain entry fields for things
which are used just once every thousand entries. You see this when
people enter data and hit the tab key like crazy.

Provide (calculate) as much meaningful defaults as possible.

Provide single-click fire-and forget buttons for common tasks. If that
isn't possible, consider "intelligent" wizards

Spend much time to improve the on-line help. Spare people typical help
nonsense like "The <Strange Name> Button does the <Strange Thingy>."
without explaining the <Strange Thingy> at all. Spend even more time to
make things so obvious that no one has to look into the help (no
<Strange Name> Button).

Talk in your user's language. If they call something grublydo, but the
technical term is ADRIBRI, name it grublydo in the GUI.

Make the application robust. Nothing is more "fun" than having an
application crash three times during a six hour shift.

Sit yourself in front of the application and work with it for six hours,
just like your users would do. Get rid of anything which annoys you.

/Thomas

We're doing this right now with a customized LookAndFeel.  You can put
all sorts of stuff in there, and once you've gone to the effort of
making everything respond to LookAndFeel changes, skinning is a snap.
I actually found that in doing this, some of my code cleaned itself up
pretty nicely.

I agree with other posters that ease of use must come first, but that
doesn't mean you have to use ugly colors.

Put the users in control of things like fonts and colours, ideally by
using the same colours as they use on their desktop. They won't thank
you for it (probably they won't even notice it), but if they're forced
to work with something you like but they don't, they'll notice that!

Pete Barrett

see http://mindprod.com/jgloss/laf.html

Then scour the net for pre-done LAFs that appeal to you.

You might then write your own LAF or modify someone else's. Then you
can beautify ANY app, not just one.

I suggest a visit to  http://jgoodies.com

Karsten Lensch has some interesting thoughts on making apps look good.