"At the end of this adventure, I have another experience that demonstrates the old adage that it’s cheaper to buy software than to build it. In this case, it’s cheaper and better. Software engineer hours are expensive, and for a non-trivial Java application, you’ll burn scores of them if you try to build a custom deployment and auto-update solution. At the end of that development, whatever you’ve built will almost certainly be inferior to what install4j can give you with a bare minimum of expense, both in terms of time and effort."
If you're thinking about comparing different deployment solutions for your Java application, maybe his article can provide some shortcuts.