Just bought a cert from godaddy for mere $6/year. Great deal while it lasts. Here are the steps I followed to set it up on Amazon EC2/Ubuntu/Jetty based on these sites and Jean-Philippe Gravel's answer.
http://docs.codehaus.org/display/JETTY/How+to+configure+SSL
http://community.xmatters.com/docs/DOC-1228#.UgWsI1MU7lc
keytool -keystore keystore -alias jettykey -genkey -keyalg RSA
Note that "First and last name" must be your FQDN (without http://). On my first attempt I had dutifully put my first and last name, but godaddy has good warnings and rejected it.
Generate a CSR file for Godaddy:
keytool -certreq -alias jetty -keystore keystore -file jetty.csr
Submit this in the Godaddy form to create the certificate, including the BEGIN/END "NEW CERTIFICATE REQUEST".
(Godaddy requires you to verify its your site. There a couple methods for this and since I bought the domain name via a proxy, I found it easiest and quickest to verify by hosting an html page generated by godaddy.)
Download the zip containing both certificate and intermediary certificate from godaddy. There is a list of server types to choose from. I choose "other". Then combine cert with intermediary cert.
cat mydomain.com.crt gd_bundle.crt > certchain.txt
export my private key
keytool -importkeystore -srckeystore keystore -destkeystore intermediate.p12 -deststoretype PKCS12
openssl pkcs12 -in intermediate.p12 -out jettykey.pem -nodes
combine private key and certificate
openssl pkcs12 -export -inkey jettykey.pem -in certchain.txt -out jetty.pkcs12
import pkcs12 cert (alias becomes 1)
keytool -importkeystore -srckeystore jetty.pkcs12 -srcstoretype PKCS12 -destkeystore keystore
(I backed up the keystore then deleted the original key. I did this while troubleshooting and this may or may not be required by Jetty.)
keytool -delete -keystore keystore -alias jettykey
sudo cp keystore /usr/share/jetty/etc/
sudo vi /usr/share/jetty/etc/jetty-ssl.xml
Modify your.store.password, your.key.password, and your.trust.password accordingly. If you want to obfuscate it, use
java -cp /usr/share/jetty/lib/jetty.jar:/usr/share/jetty/lib/jetty-util.jar org.mortbay.jetty.security.Password <your.password>
Indicate to Jetty to load the jetty-ssl.xml file.
sudo echo "/etc/jetty/jetty-ssl.xml" >> /etc/jetty/jetty.conf
sudo /sbin/iptables -t nat -I PREROUTING -p tcp --dport 443 -j REDIRECT --to-port 8443
(Also modify Amazon EC2 security group to allow 443)
sudo service jetty start