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You don't need to extend anything, including JFrame.

You need to create a JFrame, then add a JPanel to it (or use its existing content pane), then add a JLabel to that JPanel. You then need to set...

No, this.add(p) is going to add the panel to whatever you've extended, which in this case is a JLabel, which doesn't make any sense.

I don't think you need to extend anything, actually.

Why do you extend JLabel? I see you adding Components to a JPanel, but when do you add that JPanel to the JFrame?

What issues are you experiencing?

They are probably similar in efficiency. I personally like Swing Timers, but it's really up to you. But either way, I wouldn't impose rules like "I have to use this instead of this" before you...

Why is it preferred to use a util Timer instead of a Swing Timer? Why are you using AWT over Swing in the first place?

But if you insist, the API is your best friend: Timer (Java Platform SE 6)