Ah, I assume you knew about SimpleAttributeSet and were hoping for
something easier.

You can use the SimpleAttributesSet for the Document class to style text
for a JTextPane.  Use JTextPane.getDocument to append/change the
document to add text to an existing JTextPane.

Unlike JEditorPane you should not need a URL for this or use setPage().

There's an example in _Learning Java_.  (How many times to I have to
mention this book? ;-))

Basically, after creating the JTextPane, use

Document d = JTextPane.getDocument();
d.insertString( int position, String, AttributeSet );

to insert colored or bold/italics text.  Substitute variables where
appropriate where I have classes.

To make a simple attribute set, use something like

SimpleAttributeSet redstyle = new SimpleAttributeSet();
StyleConstants.setForeground( redstyle, Color.red );

etc.

SimpleAttributeSet is a subclass of AttributeSet (insertSring, above) so
you can just drop "redstyle" in for that parameter, for example.