Joe,
To a certain extent it comes down to why you would use any type of bean. You would want to use an MDB if the processing of the message you are going to be doing requires some of the abilities that using an
EJB can provide, security, tx, scalability etc.
MDBs really just fufill the requirement for asynchronous communication with EJBs, without having to use startup classes or whatever, and they are not inteneded to replace JMS apps.
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Craig Berry
Author of
Professional EJB