I recently upgraded to Symantec Cafe 3.0, and it's cool. I recommend it.
However, I'd hoped that its various bugs on building a .exe file (Windows speak for an a.out file ;) might be fixed. I wanted to build a nice self-contained e.exe and elmer.exe for Windows that wouldn't require installation, or dependence on an already installed jvm.
Unfortunately, apparent Cafe bugs prevented me from getting far enough even to tell whether the bugs that stopped me before are still there. If someone wants to pursue this farther I'll certainly help, but with Cafe at least, this returns to my back-burner.
I know Metrowerks is supposed to be able to build a .exe, and MarcS at one point used Microsoft tools to build a .exe that depended on the Microsoft jvm, as comes with IE4 or Win98. (I'll be learning from MarcS about the MS path soon, and attempting to release the result.)
Anyone know of other solutions? Anyone want to try building a .exe with Metrowerks? Is there anything similar for Linux?