As the title says, has anyone (preferably a well established library) got a better version of what this chap tried to accomplish in 2004?
http://elliotth.blogspot.co.uk/2004/09/cocoa-like-search-field-for-java.html
There are a load of questions on stackoverflow about getting rounded borders, setting the icon, etc. But none of them seem to really hit the nail on the head with regards to getting something that actually looks, feels and behaves like a proper search bar.
The JXSearchField from SwingX is probably what you are looking for.