is there a way to compile java files into executable with high quality free software and without going through using executable JAR files?
There are several ways to do it. But you should in general avoid making a java application executable on one platform just because you don't like double clicking JAR files. That defeats the purpose of interoperable nature of Java.
Duplicate.
http://stackoverflow.com/questions/147181/how-can-i-convert-my-java-program-to-an-exe-file
There are several wrappers available. I have no experience with them, but you might try the following or google for some more:
There's a nice page on Javalobby that discusses this in some detail, as well as going through several different styles you might want to do this and providing links to appropriate tools (broken down into free and commercial).
Some of the free EXE-generating tools are
and while I've never needed one of these so can't offer my opinion on their effectiveness, they all appear to do the simple task well.