What should I do on exceptions thrown by SwingUtilities.invokeAndWait-Collection of common programming errors

An InterruptedException while showing a dialog box would be extremely rare. You could ignore it, or try displaying the dialog again by calling invokeAndWait on a new Runnable again.

If the dialog is being called as standalone (i.e. not as part of the main GUI), using invokeAndWait is fine. However if you are displaying the dialog from within the EDT, you might not want to use invokeAndWait. More details here: Concurrency in Swing