JavaFX samples are located here:
http://www.oracle.com/technetwork/java/javafx/samples/index.html
The Ensemble example at the above location is the best one to try as it is the most comprehensive demonstration available for the JavaFX platform.
The links at the sample page run the JavaFX samples embedded in the browser, which is not the fastest startup time available for JavaFX (because of the browser plugin and network latencies).
You can download the sample source code from
http://www.oracle.com/technetwork/java/javafx/downloads/index.html, which I would encourage you to do, as well as to review the documentation at
http://docs.oracle.com/javafx/2.0/get_started/jfxpub-get_started.htm. The downloaded sample source code will allow you to create a clickable jar file which you can double click on to run your application. When you do this, you will see that a large JavaFX application can start up quite quickly and you should *not* see "a slight second or 2 for the UI to load when the Java `EXE LIKE` app is launched."
To better understand the JavaFX architecture, read
http://docs.oracle.com/javafx/2.0/architecture/jfxpub-architecture.htm. Here, you will see that JavaFX has been implemented from the ground up as a set of Java code APIs built on top of native libraries which can take advantage of GUI windowing code from the underlying OS as well as the graphics acceleration capabilities of modern GPUs. If you do not use any of the Swing or AWT code in your application and you keep your application initialization functions light, then startup time for a JavaFX application should be significantly improved over what traditional java client Swing and AWT applications provided.
As to where JavaFX is headed, there is a roadmap for that
http://www.oracle.com/technetwork/java/javafx/overview/roadmap-1446331.html. The platform itself is still lacking in numerous areas (e.g. multi-touch support, higher level 3D graphics primitives, print capabilities, portability to multiple platforms, etc), but many of these deficiencies will be addressed in upcoming builds.
A graphical design tool for JavaFX (named the SceneBuilder) is due for public beta release sometime in the next few months. Hopefully, such a tool would ease the pain you have experienced in the past with designing from ends in Java. The scenegraph paradigm, css styling and accessible accelerated graphic and media effects available to JavaFX applications make it easier to create flashy applications in JavaFX than it is in Swing and AWT.
I do not have the experience with WPF to compare the two technologies.