From what I've gathered the easiest part is making the loader (just a simple applet contained within a JFrame) and the hardest is the updater. To make a client you have to deobfuscate the RuneScape class files and manipulate them using a library such as ASM. It's a lot harder then it sounds, and so far has given me a new found respect for what @Laz and @Maxi have to constantly deal with.