Like Mark mentionned, Javabeans and EJBs are a whole different ballgame. You will rarely use EJBs if you DO NOT need a huge system which needs transaction support, bean pooling, increased security etc. Javabeans are only serialized objects which have accessor methods (getters and setters).
If you are thinking in small terms (ex: website which does not need loads of concurrent users), go with an MVC model with
JSP, servlets and JDBC.
If you need an enterprise application with thousands of users, security, transaction management, etc..), use EJBs (however use them wisely, read Core J2EE design
patterns for the best practices), get a good application server (weblogic and websphere are both excellent, cannot forget
JBoss either), and give yourself time because there is a large enough learning curve for EJB (version 2.0 now includes message driven beans, larger deployment descriptors, etc). Hope this gives you a little more insight