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Correction- I didn't use anything, that's just code I copied from the JDK source. Presumably, the firePropertyChange() method is called to generate a PropertyChangeEvent, which will be caught by any...

Use the constructor if you know the title at time you're creating a JFrame (which will be most cases, which is probably why it's provided. Use setTitle() if you have to set or change the title after...

tl;dr version: there is no real difference. One calls the constructor, another calls the setTitle() method. They both go up to Frame, which sets its title variable.

Look at the code for JFrame...