I came across this thread when researching MVC within Swing applications. It seems to me like my Java SE projects didn't have the level of organization that I was getting with Java EE frameworks. As Ulf mentioned, Swing contains elements of MVC within it, but that doesn't help you organize your projects at a macro level.
To help with this, I created a small framework called Biscotti. I wrote a article about
MVC/MVP and Biscotti which will help organize Java SE projects.