There is a lot to consider in what kind of UI you are doing. My first
advice is to go ask the end users what they would like. We could debate
what we have found to be good or bad until the cows come home, but until
you run some spikes with end users /you/ will have no idea what is
efficient, effective and usable for /your/ users.
Other than finding out what your users want. I would consider a bunch of
things.
One: some users might running a JVM older than then moon, and thus
(assuming everything works), is going to be slow and horrible to use.
Two: Some users might not even have a JVM on their boxes. JSP allows you
to disregard that fact and keep the java all server side.
Three: Applets have a lot of restrictions that require some forethought
on how to design your product.
Four: What provides better business value to your customers. Which one
will allow you to develop your software faster, which will give you
higher reliability, which have you got more experience at.