Bukkit

For windows, create a file called 'run.bat', then edit it using any text editor and type this:
@echo off
:start
java -Xms1G -Xmx2G -jar craftbukkit.jar
goto start

then you can just double click it.

If you are using linux, create a file called 'run.sh' and put this code inside it:
while true
do
java -Xms1G -Xmx2G -jar craftbukkit.jar
done

then run it with: 'bash run.sh'.