So, to start, I simply wanted to get a window to popup with a Tic Tac Toe grid in it.
Creating the Frame
Having previous Swing experience, I'm no stranger to getting a JFrame up and running really quickly. However, to get the frame centered used to be a bit more complicated than it is now. Since Java 1.4, there's a new JFrame method "setLocationRelativeTo" which takes another component, or null. If the given component is null, the frame is centered in regards to the screen.
This makes creating a window very easy now.