Hello
For me the best way is to build it from scratch in Java. But thay are
some automated installs builders like Vise or Inno Setup.

Reguards.

See http://mindprod.com/jgloss/installer.html

...

Are you?  Unless my jangled mind has me mixing
you up with someone else developing a media player,
you seemed to be rather stuck, last time I talked we
talked.

Please always use Upper Case for the word 'I'.
I cannot explain* the rules of English that make
that correct, but it is.

* Hey, (shrugs) I just speak the damn language -
I never seriously *studied* it, or it's obtuse and
illogical 'rules'.**

**  People who study English might have fun
picking out the numerous grammatical, spelling
and punctuation errors included even in that
paragraph.  And hey, no pretence of 'intentional'
here.  I am purely referring to the average old
crap (close to, but not quite correct, English)
that I write.

Simplest and best for who?  AFAIC - the important
answer here is 'the end user'.  

Which leads me then to the question, "what does
'best' mean?".

In some people's minds, an install is 'best' if it looks
like a 'native installer', as perhaps suggested by Roedy
and the other person who replied..

To my mind, a good experience for *me* as end user,
is provided by a well honed Java Web Start (JWS)
install.  JWS not only offers a '1 click'*** install, but
automaic updates, desktop integration and other
neat trimmings.

*** OK - that '1 click' is only for sandboxed apps.,
*any* trusted app. brings at least another click into
the install process, and an important question to
the user at that - 'Do you trust the signed code?'.

Here is an example of a (crude) use of web start
to launch the JMF.  

<http://www.javasaver.com/testjs/jmf/#test5>

It installs the classes and native libs to the
client machine, and provides (as my example
default) JMStudio to the end user.

Note that there are optimizations (of download
size) and other nice tweaks that could be made
to that launch, and it could be reconfigured to
launch any JMF based app., not just JMStudio.

Also, a lot of JMF based apps. do not need the
native libs, so it is quite feasible to launch them
sandboxed (an important point, if it comes to
'trust' and signed 'all-permission' code).

So, what do you want?  The 'native experience'
for the end user (which, as an aside, is much
higher developer effort to support, X-plat) or the
Sun supported JWS?