Compilación con Maven incluyendo dependencias.

<build>
    <plugins>
        <!-- any other plugins -->
        <plugin>
            <artifactId>maven-assembly-plugin</artifactId>
            <executions>
                <execution>
                    <phase>package</phase>
                    <goals>
                        <goal>single</goal>
                    </goals>
                </execution>
            </executions>
            <configuration>
                <descriptorRefs>
                    <descriptorRef>jar-with-dependencies</descriptorRef>
                </descriptorRefs>
                <archive>
                    <manifest>
                        <mainClass>la.clase.principal</mainClass>
                    </manifest>
                </archive>
            </configuration>
        </plugin>
    </plugins>
</build>