Simple Java Tricks

In teaching programming and computer science, I am frequently asked by students and colleagues how to do X. Occasionally, X is some neat flourish that requires only a little effort after reading the Java API. I've decided to post some of these admittedly simple tricks here. Happy hacking.

Play a .wav audio file.
Display a browser dialog prompting for a file.
Catch errors before throwing an exception.
Label a button with an image.