One comes from the old AWT widget set (so called heavyweight components) the J* ones are from the newer Swing set.
Basically, AWT has a lot more native code behind it than Swing. Swing takes the minimum amount of AWT necessary and reimplements the rest in Java on top of that thin AWT layer. The practical difference is that Swing behaves pretty much perfectly equivalent on each platform while AWT has subtle differences.
I'd stick with Swing nearly exclusively. There is nothing to be gained by using AWT.
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