Don't optimize prematurely. (Do you really anticipate scalability issues? Most people don't have them in any meaningful way.) Don't over-complicate things: pick the lightest-weight solution that works.
It's impossible to help beyond that at this point--we know nothing about what you're doing, how you're doing it, etc. There's certainly no reason to be talking about EJBs at this point, even the easier/lighter version available EJB 3+.
Persistence is a valid question--there are a number of ways to approach it, including an ORM (Hibernate, pure JPA, iBatis, etc.), an OODB (db4o, Gemstone, etc.), or something simple-but-sometimes-makes-busy-work-but-it-depends (Spring
JDBC, etc.).
Focus on making things clean and testable first.