Where my UI will be based on Swing, and all business logic taking place on the Server, and being invoked with webservices
It's not good idea to place all your business logic on the server. The best practice is to divide your application into layers (presentation, serivce, business, data acess,..) layers and create a modular components to get benefit of loosely-couple.
I'm curious as to what the 'usual' practise is when tackling these type of projects with regard to keeping Objects in Synch... i.e. lets look at a User bean for example, is it normal practise to use the same 'User' bean java file in both my Server app source as well as the Desktop application source?
Yes, you want objects to keep it in Synch most of times and not to create duplicate objects on both client and server side. Best practice is to create value object or data transfer object that encapsulates objects based on your UI needs. Lot of times, you want to merge (comb box objects, model objects, etc..) into one value object and transfer it from servier to client and vice-versa. There are serialization/deserialization techniques you might want to use. However, lot of technologies provide those type of techniques. In fact, there are some annotation that you can place on server-side object and client-object to map them together.