Java + Desktop Applications = ?
This is more of a question on your experiences and and advice question.
How powerful/useful is Java for desktop applications?
Is it a much wiser decision to go with c# ?
Pros / Cons / Comments ? ( Is Swing an old and not to be used Class? )
Re: Java + Desktop Applications = ?
This type of question is pretty hard to answer objectively. I personally make a living making desktop applications in Java, as do many other programmers. Java is used to make desktop applications very often, and people here probably prefer Java over most other languages.
One big pro for Java is its "write once, run anywhere" principle. While it's not always perfect, it's much easier to write something in Java and have it work on windows, macs, and linux machines than other comparable languages. Also, with the rising popularity of Java for mobile/Android development, it's a pretty exciting time to get into Java.
That being said, programming languages are tools. Different tools are good for different jobs. Your best bet is to probably learn the basics of several languages and see which one fits into your head the best.