I have never used QT Jambi before. Whenever I am required to write a GUI, I always use Swing.
The majority of the applications I am required to write are console based so I can't really comment on this.
I have done some reading though and it looks interesting.
Qt Jambi, released in early June 2007, is a development framework that integrates the Java programming language with Trolltech's popular C++ GUI development framework, Qt. Released under a dual open-source/commercial license, Qt Jambi enables Java developers using Java Standard Edition 5.0 (JSE 5.0) and later to leverage the features of the Qt framework. Along with industry-tested cross-platform support, Qt Jambi provides support for GUI development basics such as 2D and 3D graphics, drag-and-drop interobject event messaging, internationalization, SQL database access, XML and TCP/IP network protocols.
Java desktop development with Qt Jambi - JavaWorld