Made some progress today after discovering that installing some XML tools before the Sun JDK caused the OpenJDK to get installed, so I switched the order of some items. Also figured out a better way of enabling the partner repo that will work with other distros than Lucid, and made a couple of other tweaks. The full script is below (since our backup server is down at the moment). I've also built Jenkins4 as a Natty 11.04 server, and I'm testing the script on that to see if it might work there too. It seems to be running fine, and I've got as far as a working Jenkins once before retreating to create a useful restore point and fix some bugs. It's quite plausible it might work perfectly well on any Ubuntu between Lucid and Natty.

#!/bin/bash
#The Mighty Jenkins Builder Script.
#Note that this should be run as root (with sudo).
echo "Entering the Mighty Jenkins Builder Script."

uid=$(/usr/bin/id -u) && [ "$uid" = "0" ] ||
{ echo "This script must be run as root."; exit 1; }

echo "Running as root: good."

#First do updates.
echo "Doing system updates before starting on anything else."
apt-get update
apt-get upgrade

#Now add the repositories we want.
echo "Backing up repository list."
cp /etc/apt/sources.list /etc/apt/sources.list.bak

#Uncomment partner repos.
echo "Uncommenting partner repositories on sources list, so we can get Sun Java."
#Note: this is very crude, and also enables the CD-ROM source, which results in 
#errors. We need to make this more precise.
#sed -i -e "s/# deb/deb/g" /etc/apt/sources.list
#This is a better replacement:
sed -i -re '/partner/ s/^#//' /etc/apt/sources.list

#First Jenkins
echo "Adding Jenkins repository."
wget -q -O - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | apt-key add -
echo "deb http://pkg.jenkins-ci.org/debian binary/" > /etc/apt/sources.list.d/jenkins.list

#Next TEI.
echo "Adding TEI Debian repository."
gpg --keyserver wwwkeys.uk.pgp.net --recv-keys FEA4973F86A9A497
apt-key add ~/.gnupg/pubring.gpg
echo "deb http://tei.oucs.ox.ac.uk/teideb/binary ./" > /etc/apt/sources.list.d/tei.list

#Now we can start installing packages.
echo "Updating for new repositories."
apt-get update

echo "Installing Sun Java JDK."
apt-get install sun-java6-jdk &&
echo "Installing core packages we need."
apt-get install openssh-server libxml2 libxml2-utils devscripts xsltproc debhelper subversion trang &&

#TEI packages
echo "Installing TEI packages."
apt-get install psgml xmlstarlet debiandoc-sgml linuxdoc-sgml jing jing-trang-doc libjing-java rnv texlive-xetex &&
apt-get install trang-java tei-p5-doc tei-p5-database tei-p5-source tei-schema tei-emacs saxon nxml-mode-tei tei-p5-xsl tei-p5-xsl2 tei-roma onvdl tei-oxygen zip &&

#I don't believe the following step is necessary, so it's been commented out for the moment.
#Waiting for info from SR and SY about why it was in the instructions.
#echo "Removing things that cause problems for TEI."
#apt-get remove `apt-cache search gcj | grep gcj | awk '{print $1}'`

#Setting up configuration for oXygen
mkdir /root/.com.oxygenxml
chown jenkins /root/.com.oxygenxml
chmod a+x /root/.com.oxygenxml
mkdir /root/.java
chown jenkins /root/.java
chmod a+x /root/.java
echo "Don't forget to put your licensekey.txt file in the folder /usr/share/oxygen so that oXygen is registered."

#More packages needed
echo "Installing packages needed for building TEI source."

#Various fonts and the like.
echo "Installing fonts we need."
apt-get install msttcorefonts ttf-arphic-ukai ttf-arphic-uming ttf-baekmuk ttf-junicode ttf-kochi-gothic ttf-kochi-mincho
echo "The Han Nom font is not available in repositories, so we have to download it from SourceForge."
cd /usr/share/fonts/truetype
mkdir hannom
cd hannom
wget -O hannom.zip http://downloads.sourceforge.net/project/vietunicode/hannom/hannom%20v2005/hannomH.zip
unzip hannom.zip
find . -iname "*.ttf" | rename 's/\ /_/g'
rm hannom.zip
fc-cache -f -v

#Jenkins
apt-get install jenkins

#Configuration for Jenkins
echo "Starting configuration of Jenkins."
echo "Getting the Hudson log parsing rules from TEI SVN."
cd /var/lib/jenkins
svn export https://tei.svn.sourceforge.net/svnroot/tei/trunk/P5/Utilities/hudson-log-parse-rules
chown jenkins hudson-log-parse-rules
echo "Getting all the job data from TEI SVN."
#Don't bring down the config.xml file for now; that contains security settings specific to 
#Sebastian's setup, and will prevent anyone from logging in. We leave the server unsecured,
#and make it up to the user to secure it.
#svn export https://tei.svn.sourceforge.net/svnroot/tei/trunk/Documents/Editing/Jenkins/config.xml
#chown jenkins config.xml
svn export --force https://tei.svn.sourceforge.net/svnroot/tei/trunk/Documents/Editing/Jenkins/jobs/ jobs
chown -R jenkins jobs
echo "Installing Jenkins plugins."
cd plugins
wget --no-check-certificate http://updates.jenkins-ci.org/latest/copyartifact.hpi
chown jenkins copyartifact.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/emotional-hudson.hpi
chown jenkins emotiosudnal-hudson.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/greenballs.hpi
chown jenkins greenballs.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/jobConfigHistory.hpi
chown jenkins jobConfigHistory.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/plot.hpi
chown jenkins plot.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/log-parser.hpi
chown jenkins log-parser.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/scp.hpi
chown jenkins scp.hpi
wget --no-check-certificate http://updates.jenkins-ci.org/latest/WebSVN2.hpi
chown jenkins WebSVN2.hpi

echo "Restarting Jenkins server, so that it finds and initializes all the new plugins."
/etc/init.d/jenkins restart

echo "OK, we should be done. Now you have to:"
echo "1. Put your oXygen licence key in a file called licensekey.txt in the oXygen directory (/usr/share/oxygen/)."
echo "2. Go to the Jenkins interface on http://localhost:8080, and set up authentication. Read the Jenkins docs."
echo "That's it!"
read
exit