How can I create an executable/runnable JAR with dependencies using Maven?

<build>
  <plugins>
    <plugin>
      <artifactId>maven-assembly-plugin</artifactId>
      <configuration>
        <archive>
          <manifest>
            <mainClass>fully.qualified.MainClass</mainClass>
          </manifest>
        </archive>
        <descriptorRefs>
          <descriptorRef>jar-with-dependencies</descriptorRef>
        </descriptorRefs>
      </configuration>
    </plugin>
  </plugins>
</build>

and you run it with

mvn clean compile assembly:single

Compile goal should be added before assembly:single or otherwise the code on your own project is not included.

See more details in comments.

Commonly this goal is tied to a build phase to execute automatically. This ensures the JAR is built when executing mvn install or performing a deployment/release.

<build>
  <plugins>
    <plugin>
      <artifactId>maven-assembly-plugin</artifactId>
      <configuration>
        <archive>
          <manifest>
            <mainClass>fully.qualified.MainClass</mainClass>
          </manifest>
        </archive>
        <descriptorRefs>
          <descriptorRef>jar-with-dependencies</descriptorRef>
        </descriptorRefs>
      </configuration>
      <executions>
        <execution>
          <id>make-assembly</id> <!-- this is used for inheritance merges -->
          <phase>package</phase> <!-- bind to the packaging phase -->
          <goals>
            <goal>single</goal>
          </goals>
        </execution>
      </executions>
    </plugin>
  </plugins>
</build>