I'm seeking a solution that would allow persistence without requiring an SQL server to be installed on the host and could be bundled along with a desktop application. Does such a thing exist?
You could use an embeddable database written in Java like Java DB (Sun's supported distribution of Apache Derby), HSQLDB, or H2 (by the creator of HSQLDB). H2 has my preference performance wise and features wise (some comparisons here, here and here) and because of the compatibility mode with other databases (very nice when H2 is not your target database but maybe irrelevant in your context).
I think you want something like SQLite (Java bindings) (a fast flat-file general purpose embeddable database).
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