One possibility is MicroEmulator :
This is Java 2 Micro Edition (J2ME)
CLDC/MIDP Emulator. Allows demonstrate
MIDlet based applications in web
browser applet, also can be run as
standalone java application.
MicroEmulator is a pure Java
implementation of Java ME in Java SE.
MicroEmulator is licensed under LGPL
so it is possible to link and
distribute commercial software with
its libraries.
Some more projects are :
App Runner - Run Any Java/J2ME/MIDP NATIVELY
Kemulator - KDE emulator frontend written in C++ using the QT/KDE toolkit.
Kwyshell Midp2EXE Free J2ME/MIDP Jar File Emulator - converts MIDP application to Win32 PE format, to be run on Windows.
Mpowerplayer - freeware desktop based MIDP 2.0 emulator for computers that allows preview, play and test JAR/JAD based Java J2ME mobile games and applications on the desktop PC in a virtualized environment with full internet access from the host’s network connection, available here.
Android J2ME Runner for Android 1.0, G1 or Emulator.
(not having the right development environment, I can't verify that this fulfills all your needs)