The easiest deployment method for desktop Java applications is Java Web Start. This involves serving the application files from a web server.
Steps required to publish your application with Java Web Start:
To install the application, just point a web browser to the JNLP file and Java should do the rest. You only need to repeat the last step when you update your application. You can automate building and signing using ant or similar tools. The Jython-Swingutils build.xml file should provide a good starting point for this. It just needs a build.properties file to supply the necessary variables.
If your application depends on third party Python distributions (installed in the “site-packages” directory), you need to include them in one or more .jar files distributed with your application. You have to package them so that the top level package directory (and not its contents!) is at the root of the jar structure. Remember to add the jar file(s) to your .jnlp file.
The Jump tool by Olli Wang was specifically designed for packaging Jython applications, but as of this writing, the documentation is nowhere to be seen and the future of that project seems uncertain. It might be worth a look anyway since it is loaded with useful features.