Updates and Patches
A good thing about Java Web Start is that it automatically downloads the latest jars for your game, so you don't have to provide extra support for updates and patches. Java Web Start downloads only the jars that have changed, so it downloads only the code jar or the media jar instead of everything at once. If you're not using Java Web Start, at a minimum you'll want to provide a way to check in-game if there are updates available. If there are, either download the updates in-game or provide a link to the website so users can download them. Checking for the latest version is fairly simple. All you have to do is keep a file on a web server somewhere that contains the latest version number, like this:
The updater checks this file to see if its version is lower than the version of the file. If so, there's a new update available, and the game can act accordingly.