Let's say we wanted to append a String "text" to a JEditorPane, making sure that any html is parsed:

String text = "<p> Example </p>";

I've found two ways to do it.

The simple but bad way:

JEditorPane pane = new JEditorPane("text/html", null);
pane.setText(pane.getText() + text);

This is bad because you're parsing the whole text again and then adding your String at the end.
Appending should only involve adding our String to the end of the text.

The better way

JEditorPane pane = new JEditorPane("text/html", null);
HTMLEditorKit editor = pane.getEditor();
StringReader reader = new StringReader(text);

try {
  editor.read(reader, pane.getDocument(), pane.getDocument().getLength());
}
catch(BadLocationException ex) {
   //This happens if your offset is out of bounds.
}
catch (IOException ex) {
  // I/O error
}

This way you skip the unnecessary reparsing.

Sources:
Javadoc for HTMLEditorKit.read