JavaでOS独自のファイルダイアログを表示する方法 ref: http://qiita.com/atmarksharp/items/f047dccee4c2d8b2c28a

file0.java

import java.awt.*;
import javax.swing.*;
import java.io.File;

class NativeFileDialog {

    public static void print(String s){
        System.out.print(s);
    }

    public static void println(String s){
        System.out.println(s);
    }

    public static void main(String[] args) {
        println("");

        showAWTDialog();
        showSwingDialog();

        System.exit(0);
    }

    static void showAWTDialog(){
        FileDialog dialog = new FileDialog(
            (Frame)null, 
            "FileDialog (AWT)", 
            FileDialog.LOAD);

        dialog.setVisible(true);
        String filename = dialog.getFile();

        print("FileDialog (AWT): ");
        if (filename != null){
            println(filename);
        }else{
            println("cancelled");
        }
    }

    static void showSwingDialog(){
        JFileChooser filechooser = new JFileChooser("FileDialog (Swing)");
        int selected = filechooser.showOpenDialog(null);

        print("JFileChooser (Swing): ");
        if (selected == JFileChooser.APPROVE_OPTION){
            File file = filechooser.getSelectedFile();
            String filename = file.getName();
            println(filename);
        }else{
            println("cancelled");
        }
    }
}

file1.sh

javac NativeFileDialog.java
java NativeFileDialog

file2.txt

FileDialog (AWT): filedialog-awt.png
JFileChooser (Swing): cancelled