Yes, I have too - IntelliJ itself is written using Swing and it's quite appealing on all the platforms I've used it on. But I guess that they had to develop custom themes for it and be very careful to achieve that.
JFX8 looks great out of the box
Agree about the difficulty with Swing. Swing permits different look and feels to differ too much in essentials like ordering of operations, focus, and etc. It makes it very hard to adjust the styling of individual components and expect it to do anything reasonable in different look and feels.
JavaFX sounds really good, but I've not yet developed against it. Thanks for the link to SceneBuilder, I look forward to playing with it.