In the end I stuck with Ant and used the zipgroupfileset tag. This bundles the external jar classes into your jar. This is a bit messy as it is extracting the classes and copying them into your jar instead of bundling the jars in. I'm sure there is a way to bundle the jars and possibly the maven solution from arkonautom (Thanks by the way) will do this for you (I ran out of time so never got around to trying it).
Other solutions that I came aross - Copy the jars to the $domain/lib folder. This also worked but found I had to deploy the jars into the folder also or I was having trouble with my java callout not seeing the code. I didnt spend any time investigating - rewrote the code using java.net URLConnection. This also worked but was having trouble with authorisation when running locally so decided against it in the end.
Hope this helps someone else...
<zipgroupfileset dir="lib">
<include name="httpclient-4.3.1.jar"/>
<include name="httpcore-4.3.jar"/>
<include name="commons-codec-1.8.jar"/>
</zipgroupfileset>