Which one is better?
If you will use JavaFx just delete Swing in your project. JavaFx is new and have a lot of components fast and useful. Swing is always behind it.
Including two jars?
It is like going somehere with two car. When you add JavaFx to your Swing project you have to find compatible jars Swing and JavaFx. And it is expensive for your project. You got two library and these are doing same thing.
What you can do, what will you see?
I think you are using Swing with JDK 1.6. or 1.7 And you can use JavaFx 2.2 but DON'T FORGET if you use that JavaFx you have to install JavaFx Runtime to your computer. And not only you! You have to install Runtime to other users which are using your jnlp.
And if your structure based on JDK 1.8 there is no problem. Java 8 have JavaFx SDK.
And when you add JavaFx to Swing some components will not work or will work slowly.
What i suggest?
Use one library! Choose one and just it. Change your Swing Project to JavaFx project because it future of Java Desktop Application.
And if you don't want to change your project don't use JavaFx then. Use swing components.