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I agree. If you can package everything into one jar it's probably easiest, and if you can't, I would vote for using webstart.

But my point is, you're going to have to handle dependency management...

I think there's your problem: have you ever written and deployed a program that required dependencies in another language? What about other languages makes dependency issues and deployment easier?
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Of course Java isn't going to set up your classpath for you, exactly like any other language isn't going to automatically know your dependencies. That isn't a Java-centric problem, but Java webstart...

You could deploy with something like Java webstart, which will ensure that the user has the proper JRE installed.

You can also bundle a JRE with your jar, in effect creating a standalone...