What is the best way to create a JFrame and process it?
JFrame
class MyClass extends JFrame
If possible, do not use inheritance (your is-a JFrame class), but select a composition (for example, your has-a JFrame class). This is a general design principle.
And this does not have a significant impact on performance.
Basically, only the time you need to extend the JFrame, you need to overload any methods in it.
In this case, there should not be noticeable performance, anyway.