Maven: Packaging dependencies alongside project JAR.

pom.xml

Configure the Maven Jar Plugin to do so (or more precisely, the Maven Archiver):

<project>
  ...
  <build>
    <plugins>
      <plugin>
         <artifactId>maven-jar-plugin</artifactId>
         <configuration>
           <archive>
             <manifest>
               <addClasspath>true</addClasspath>
               <classpathPrefix>lib/</classpathPrefix>
               <mainClass>com.acme.MainClass</mainClass>
             </manifest>
           </archive>
         </configuration>
      </plugin>
    </plugins>
  </build>
  ...
  <dependencies>
    <dependency>
      <groupId>dependency1</groupId>
      <artifactId>dependency1</artifactId>
      <version>X.Y</version>
    </dependency>
    <dependency>
      <groupId>dependency2</groupId>
      <artifactId>dependency2</artifactId>
      <version>W.Z</version>
    </dependency>
  </dependencies>
  ...
</project>
And this will produce a MANIFEST.MF with the following entries:

...
Main-Class: fully.qualified.MainClass
Class-Path: lib/dependency1-X.Y.jar lib/dependency2-W.Z.jar
...
and create the following directory structure (...)

This is doable using the Maven Dependency Plugin and the dependency:copy-dependencies goal. From the documentation:

dependency:copy-dependencies takes the list of project direct dependencies and optionally transitive dependencies and copies them to a specified location, stripping the version if desired. This goal can also be run from the command line.
You could bind it on the package phase:

<project>
  [...]
  <build>
    <plugins>
      <plugin>
        <groupId>org.apache.maven.plugins</groupId>
        <artifactId>maven-dependency-plugin</artifactId>
        <version>2.1</version>
        <executions>
          <execution>
            <id>copy-dependencies</id>
            <phase>package</phase>
            <goals>
              <goal>copy-dependencies</goal>
            </goals>
            <configuration>
              <outputDirectory>${project.build.directory}/lib</outputDirectory>
              <overWriteReleases>false</overWriteReleases>
              <overWriteSnapshots>false</overWriteSnapshots>
              <overWriteIfNewer>true</overWriteIfNewer>
            </configuration>
          </execution>
        </executions>
      </plugin>
    </plugins>
  </build>
  [...]
</project>