Several embassies, including those of the U.S. and Australia, urged citizens to keep a low profile, saying they could be targeted.
Imam Samudra, 38, and brothers Amrozi Nurhasyim, 47, and Ali Ghufron, 48, were brought before a firing squad near their high-security prison on Nusakambangan island in the middle of the night Sunday, said Jasman Panjaitan, a spokesman for the attorney general's office.
They died instantly, he said, adding that the men had opted against blindfolds.
The Oct. 12, 2002 attacks - allegedly funded by al Qaeda and carried out by members of the Southeast Asian militant group Jemaah Islamiyah - were the first of several suicide bombings that thrust the world's most populous Muslim nation onto the front lines in the war on terror.
Many of those killed were Western tourists, who packed into two nightclubs on the popular resort island on the busiest night of the week.
The three militants confessed to helping plan and carry out the attacks, saying they were meant to punish the U.S. and its Western allies for wars in Afghanistan and Iraq, but never expressed remorse. Nurhasyim, ever gloating, came to be known as the "smiling bomber."
The executions ended years of uncertainty about the men's fate.
Their lawyers launched several unsuccessful legal challenges that kept them in the media spotlight, frustrating relatives of victims and enabling the militants to rally supporters even while behind bars. They repeatedly demanded retaliation if their executions went forward.
Most people in the nation of 235 million are moderate Muslims who have little sympathy for the bombers, but they have strong support in their home towns of Tenggulun and Serang, located in east and west Java respectively.
Thousands lined the streets for a glimpse of the caskets Sunday and some headed to the cemetery with family members for the burials.
Muslim cleric Abu Bakar Bashir led the prayers in Tenggulun, home of Nurhasyim and Ghufron, one of their final requests.
Former militants allege Bashir headed Jemaah Islamiyah in the early 2000s. But while he was found guilty of giving his blessing to the Bali attacks, his conviction was overturned after he spent more than three years in jail.
The cleric said Saturday the bombers had "sacrificed their lives" for "the struggle of Islam."
Solikum, a 17-year-old student at a nearby hardline Islamic boarding school, was among those calling for revenge on Sunday, saying the three men were "holy warriors" who should not have been killed. Like many Indonesians, he goes by only one name.
Dozens of radicals scuffled briefly with police in the east Java town, but there were no serious disturbances.
The government was not taking any chances, however, stepping up security at shopping malls, churches, and other sensitive locations, said Abubakar Nataprawira, spokesman of the national police.
At least two bomb threats were reported on Sunday, but both turned out to be hoaxes, he said.
It was a day of mixed emotions for survivors and relatives of victims - 88 of whom were from Australia.
Brian Deegan of Adelaide, who lost his son Josh in the bombings, said "the tears don't roll quite as often, that absolute gut-ache has diminished a bit," but nothing will ever make the pain disappear.
He staunchly opposes capital punishment and worries about revenge attacks, even though Jemaah Islamiyah has been severely weakened by hundreds of arrests, with its last attack occurring more than three years ago.
"There's no shortage around the world of persons that are prepared to commit suicide to achieve a result," Deegan said.
Others expressed relief that justice had been served at last.
"These guys went to set about mass murder and paid the highest penalty," said Peter Hughes of Perth, who suffered horrific burns in the bombings. "It doesn't feel good, but they did do the crime and they've paid for it."
Though the three Bali bombers said they were happy to die as martyrs, their lawyers argued they were convicted retroactively on anti-terrorism laws. They also opposed death by firing squad, saying their clients preferred beheadings because they were more "humane."
The three men were among more than 30 people convicted in connection with the twin nightclub blasts, the bloodiest of four suicide bombings blamed on Jemaah Islamiyah-linked militants.
One of the attackers walked into Paddy's nightclub on a busy Saturday night, setting off a bomb attached to his vest. Minutes later, a larger car bomb exploded outside the nearby Sari Club.
Most of the victims were revelers fleeing the first blast. Seven were American.
By Associated Press Writer Irwan Firdaus; AP writers Zakki Hakim, Ali Kotarumalos and Niniek Karmini in Serang and Jakarta, and Tanalee Smith in Sydney contributed to this report