Spoken like someone who knows nothing about Java. There are a bunch of apps written in Java web start(ie yEd), which involves just clicking on a link. Off the top of my head, some very popular Java apps are Eclipse/Intellij or Azureus.
Probably the part where it usually can't find your JDK (and barfs with some random error on startup as a result) until you edit a config file or set some environment variable(s). NetBeans on the other hand usually finds 5 different JDKs on your system and asks which one you would like to use.