ebarendt,
At work our applications are also distributed to the clients through JNLP. And only if your applications is accessible through the internet should bandwidth be an issue. If applications are accessible only through the internal network, you really shouldn't care. Putting the swingx jar into your application will then result in a
one-time download time increase of about 1 second.
You'll likely waste more time on copy-pasting and maintaining copy-pasted third party code in your codebase.
We're using about 40+ third party jars, such as swingx, jide commons, glazedlists, ... I have to back up Jide support here, reuse is something that should be promoted.
By the way, Spring RCP also has a LoginDialog