Here are some ways to ensure your application remains portable:

• don't use hard coded file names and paths - use the File class, and allow file paths to be configured during deployment.
• remember that some systems have case sensitive file names (Unix), while others do not (Windows)
• be very wary of Runtime.exec and Method.invoke
• don't rely on thread scheduling and thread priorities to define program logic
• don't use native methods
• don't hard code sizes and positions of GUI elements - use a LayoutManager instead
• don't rely on a specific screen resolution - use java.awt.Toolkit.getScreenResolution instead
• don't hard code colors using numeric values - use the symbolic constants in java.awt.Color and java.awt.SystemColor instead
• don't hard code text sizes
• use the System.getProperty(String) method to refer to items which depend on the system, such as line terminators and path separators

Common System.getProperty(String) items can be placed in a general purpose constants class :

/**
* Collected constants of very general utility.
*
* All constants must be immutable.
* No instances of this class can be constructed.
*/
public final class Consts {

  /**
  * Prevent object construction outside of this class.
  */
  private Consts(){
    //empty
  }

  /**
  * Only refer to primitives and immutable objects.
  *
  * Arrays present a problem since arrays are always mutable.
  * DO NOT USE public static final array fields.
  * One style is to instead use an unmodifiable List, built in a
  * static initializer block.
  *
  * Another style is to use a private array and wrap it up like so:
  * <pre>
  *  private static final Vehicle[] PRIVATE_VEHICLES = {...};
  *  public static final List VEHICLES =
  *         Collections.unmodifiableList(Arrays.asList(PRIVATE_VEHICLES));
  * </pre>
  */

  //characters
  public static final String NEW_LINE = System.getProperty("line.separator");
  public static final String FILE_SEPARATOR = System.getProperty("file.separator");
  public static final String PATH_SEPARATOR = System.getProperty("path.separator");

  public static final String EMPTY_STRING = "";
  public static final String SPACE = " ";
  public static final String PERIOD = ".";
  public static final String TAB = "\t";

  //algebraic signs
  public static final int POSITIVE = 1;
  public static final int NEGATIVE = -1;
  public static final String PLUS_SIGN = "+";
  public static final String NEGATIVE_SIGN = "-";
}