The Java Media Components jar from the JavaFX SDK preview is available from the nightly builds. Without the native dlls, this is of little use. However, I managed to at least get a list of the supported formats from the package. I built it into a web start app. I'm especially interested to see what those of you running MacOS or Linux see when you run this.

I got this:
Audio-Video Interleaved (*.avi)
Advanced Systems Format (ASF/WMA/WMV) (*.asf, *.wma, *.wmv)
Motion Picture Experts Group (MPEG) (*.mpg, *.mpeg, *.mp1, *.mp2, *.mp3, *.m1v, *.m1a, *.m2a, *.mpa, *.mpv)
QuickTime 2.0 (*.qt, *.mov)
Waveform audio (*.wav)
Audio Interchange File Format (*.aif, *.aiff, *.aifc)
Next/SUN audio (*.au, *.snd)
Standard MIDI File (SMF) (*.mid, *.midi, *.smf, *.kar)
Flash (SWF) (*.swf)
Mac OS X 10.5.3
Java(TM) 2 Runtime Environment, Standard Edition (build 1.5.0_13-b05-237)
Ubuntu Linux 8.04:
Audio-Video Interleaved (*.avi)
Advanced Systems Format (ASF/WMA/WMV) (*.asf, *.wma, *.wmv)
Motion Picture Experts Group (MPEG) (*.mpg, *.mpeg, *.mp1, *.mp2, *.mp3, *.m1v, *.m1a, *.m2a, *.mpa, *.mpv)
QuickTime 2.0 (*.qt, *.mov)
Waveform audio (*.wav)
Audio Interchange File Format (*.aif, *.aiff, *.aifc)
Next/SUN audio (*.au, *.snd)
Standard MIDI File (SMF) (*.mid, *.midi, *.smf, *.kar)
Flash (SWF) (*.swf)
Cool- so now we know that this is basically returning the same thing regardless of OS