I have used Netbeans, and they have a wizard API. It allows static/dynamic steps. It is fairly flexible as uses standard swing actions to handle events.
You could easily use standard swing panels/frames. It is trivially easy to convert a swing based application into a Netbeans Platform application (so NB platform handles windows, resizing and other boilerplate). [Tutorial to port is available at http://platform.netbeans.org/tutorials/nbm-porting-basic.html ]
Perhaps, you can evaluate it and see if it is a good fit. I haven't tried to use only the wizard api outside the NB platform. Perhaps, you can send a query on the mailing list, and someone might be able to help you out.