Ken Liu has it right in my opinion. The maven dependency plugin allows you to expand all the dependencies, which you can then treat as resources. This allows you to include them in the main artifact. The use of the assembly plugin creates a secondary artifact which can be difficult to modify - in my case I wanted to add custom manifest entries. My pom ended up as:
<project>
...
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-dependency-plugin</artifactId>
<executions>
<execution>
<id>unpack-dependencies</id>
<phase>package</phase>
<goals>
<goal>unpack-dependencies</goal>
</goals>
</execution>
</executions>
</plugin>
</plugins>
...
<resources>
<resource>
<directory>${basedir}/target/dependency</directory>
<targetPath>/</targetPath>
</resource>
</resources>
</build>
...
</project>