I would have to agree with Ed. Nix on the desktop application. Those
are so 1990
I have been writing Java code for 9 years, and ever
since I have taken a stab at Ruby, and more recently Rails, have never
looked back. Java is great but pales in comparison to Ruby, IMHO.
Future proof your skills and go with Ruby. And back to the web
application suggestion... No question there. A web application
written in Rails will be faster to production, easier to maintain,
serve more platforms, and will teach you more marketable skills in the
writing of it.