Is there a reference somewhere of all Swing components, with graphic representation of each (screen capture), and clean description, with examples?

Take a look at the SwingSet demo application that comes with JDK 1.2 or higher. It shows you most, if not all of the Swing components avilable for use, and provides full source code to learn from.

In the JDK 1.2, you can find the SwingSet in the following directory:

%JAVAHOME%demojfcSwingSet

While for the JDK 1.3, it was renamed to SwingSet2, and can be found in the following directory:

%JAVAHOME%demojfcSwingSet2

To run it for JDK1.2, simply type:

java -jar SwingSet.jar

To run it for JDK1.3, simply type:

java -jar SwingSet2.jar