If JAVA_HOME is not set, that generally means the user does not have a JDK installed.
In this case, we should prompt the user to install a JDK (Sun/Oracle only, please). It should be fine to run the regular JDK installer. I can't find a direct link to the installer we need, so we may just want to host it on preview.appcelerator.com:
Note: We need the JDK, not the JRE...so perhaps there needs to be an additional check besides JAVA_HOME/