Check out the articles at jgoodies.com - Karsten has some good stuff there
that will help you.

I doubt that anyone can provide "best" practices now.
That would require that experts and the community discuss
different approaches, compare approaches, risks, results,
and the costs for learning, programming, and maintenance.
I haven't seen this in the Swing scene.

I aim to provide "good" practices, things that worked
and worked well or quite well with the teams I worked in.
Here's my path to good practices: study patterns,
collect useful Swing complements, learn a bit about design.

I recommend to google "Organizing Presentation Logic"
and study Martin's text. Then have a look at my slides
"Desktop Pattern and Data Binding". Have a look at the
JSR 296, use a good L&f (what is good?), choose a layout
system appropriate for your needs, choose a data binding
strategy. See my slides "Dos and Dont's for Swing" or
"First Aid for Swing".

-Karsten