Here are the changes I made to my basic server set up script (you do automate all the steps you like to apply to any new EC2 image, right?). Add 2 X-related packages and switched from the headless OpenJDK to the full OpenJDK:
apt-get install xauth -y
apt-get install x11-apps -y
#need full jdk, not headless in order to run jconsole as UI
#apt-get install openjdk-6-jre-headless -y
apt-get install openjdk-6-jdk -y
And remember to update your SSH command to include trusted X11 forwarding
ssh -i root@.compute-1.amazonaws.com -Y -C