I mainly developing Java EE and now I'm in a situation where I need to write a small native Java app.
But tbh I'm a little bit lost, which frameworks (Swing, SWT, etc.) are out there? Is some rapid dev also possible with one of these? Maybe someone could provide me some links or share his experiences.
Swing and SWT are the two main candidates, yes. JavaFX also comes to mind, but I think it's not yet ready for prime time: it had no UI editing tool worth speaking of for a long time, the only enterprise UI prototype I know of in real life was a fiasco...
Swing and SWT are the two you might think about. Swing's basic advantages are:
SWT's advantages are:
Quite advanced rich client frameworks exist for both (NetBeans Platform and Eclipse RCP) and if you plan on building anything non-trivial, I would heartily suggest you use one of these: you get modularized apps, update mechanisms, context-sensitive help, consistent actions over menus, hotkeys and toolbars, window management and lots of other excellent features for free.
I worked with Swing and prefer it over SWT as it has a purer component model (with SWT you have to worry about freeing resources, as you're using native widgets), is truly multi-platform (SWT works on Windows, MacOS and Linux, and is not even very well optimized for all three), and it's more customizable.
You're probably not making a mistake trying SWT or even JavaFX, but I'd be hard-pressed to find a good reason to switch to SWT and would try JavaFX only to check the state of the art, assuming the app is just a showcase app.
I could sprinkle a couple of links, but you can easily search for yourself and find the results than interest you.