I used a very similar method to @bott, but I modified it a little bit to make there be no need to resize the image:
BufferedImage img = null;
try {
img = ImageIO.read(new File("image.jpg"));
} catch (IOException e) {
e.printStackTrace();
}
Image dimg = img.getScaledInstance(800, 508, Image.SCALE_SMOOTH);
ImageIcon imageIcon = new ImageIcon(dimg);
setContentPane(new JLabel(imageIcon));
Works every time. You can also get the width and height of the jFrame and use that in place of the 800 and 508 respectively.