If you are creating applications for the web, yes, they should be accessible as well. Here are some tips on how to do so.
Accessibility of AJAX Applicaations - WebAIM
An extension of the previous article, taking discussion into AJAX, one of the hottest technologies on the web today.
Making Scripts and Java Accessible - Center for Assistive Technology and Environmental Access, Georiga Tech University
Self-paced online class that focuses on how to create accessible scripts and and demonstrates techniques on how to make Java applets more accessible, using the Java Accessibility API.
Accessibility in Visual Studio .NET - Microsoft
The Visual Studio Developer Center, as part of the larger Microsoft Developer Center (MSDN) contains information about accessibility features in Visual Studio, as well as third-party tools and documentation in alternative formats.