Graphics2D has an internal AffineTransform Matrix that you can alter. I have not tested the following code, but i think this or a variant might get close to what you want (Although really, the pixels are all at integer positions...)
Graphics2D g; // get a Graphics2D from somewhere
g.rotate(Math.PI/4);
g.drawLine(0,0,1,0); //draw a line at 45°
// now you should probably rotate back...