Question... Is there a document somewhere that describes what each of the jars are and when you'd need them? For example, I am unsure about AppleJavaExtensions.jar and lzma.jar
Just ask here, i'd be happy to answer
AppletJavaExtension.jar is only needed to compile LWJGL (specifically for the macs dependencies), after that its not needed, precompiled jars which everyone uses shouldn't need it.
lzma.jar is only for deployment when using lwjgl applets. The lwjgl AppletLoader (lwjgl_util_applet.jar) uses it to uncompress lzma files, of course applets can use just plain jars (in which case it won't be needed) but if you decide to use .jar.pack.lzma or .jar.lzma files then you'll need to add lzma.jar to your applet class path so the AppletLoader can uncompress those files. Remember pack200 + lzma = super compressed lwjgl applets
lwjgl_util_applet.jar contains lwjgl's super magical AppletLoader, this will deploy the lwjgl natives automatically for you when running lwjgl as an applet while at the same time providing a nice loading screen. Optionally supports lzma and pack200 method of shrinking jars. It needs no extra code, controlled fully with just html.
lwjgl_util.jar contains utility class that you may need, including stuff like GLU (for OpenGL), Vector2d, Vector3d (Maths classes).
lwjgl_test.jar contains various tests and demo's, bascially the stuff found on
http://lwjgl.org/demos.phpjinput.jar contains the jinput stuff from controllers and stuff
lastly theres
lwjgl-debug.jar (eww, the inconsistency by the use of - instead of _

) only jar i'm unsure off but guess its something to do with debugging
