Check out
http://java.sun.com, specifically the Swing Tutorial.
Part of the Swing inheritance hiearchy:
Component -> Container -> JComponet -> JPanel
Component -> Container -> Window -> Frame -> JFrame
These two chains are the most prevalent in Swing. The top level stuff like JFrame, JDialog, JApplet and JWindow are like the second chain. Almost all other components are like the first chain (most components descend from JComponent). So when looking in
http://java.sun.com/api for JPanel features, be sure to also look at JComponent, Container, Component, etc.
Also, a note on forms: you can attach a JLabel to a JTextField to make them appear grouped together (diffucult to achieve with a layout manager.)