Personally, I have never ran across a book for learning Swing that was much more than a wordy, convoluted version of Sun's own Swing tutorial. Between that, the API, and Javaranch, I learned everything I needed to know about piecing together basic Swing applications.
Once you get that down, then go by yourself a copy of
Desktop Java Live (be sure and get the EBook so you get all the updates) which will show you how to use all those wonderful 3rd party libraries to really enhance your Swing application as well as how to put those pieces together the right way instead of forcing it.