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. It supports hi-dpi/retina displays and has a generic cross-platform theme called Modena which is a lot more tasteful than previous Java desktop themes. It doesn't match any particular platform, but I've been writing an app with it on the Mac and it can actually look better than Aqua sometimes. Still, the theming system is powerful enough that you can also get AquaFX which matches the theme in MacOSX Mountain Lion (it's done by a third party).
Just to ram home the point about Maven+IntelliJ, enabling AquaFX in my project involved typing in the following code:
if (System.getProperty("os.name").toLowerCase().contains("mac")) {
AquaFx.style();
}
(you're only allowed to use AquaFX on a Mac because of the art being copyrighted by Apple, etc).
Of course AquaFx is an unknown class, so I just asked for an auto correct there, told it to find the class in Maven, then did an interactive search for AquaFX in the resulting dialog. Press enter, and it was downloaded+installed in the background. Also the build system definition (an XML file) was updated so people building from the command line or using other IDEs would also see the dependency. A few seconds later the code is no longer red and the app runs.
It may well be that .NET has something similar, and I know most scripting platforms have this sorted out these days too, but it's nevertheless very convenient to have it so tightly integrated.