I suggest the following:
Enterprise JavaBeans (3rd Edition)
by Richard Monson-Haefel (Paperback)
EJB Design
Patterns: Advanced Patterns, Processes, and Idioms by Floyd Marinescu
I heard Mastering EJB by Ed Roman was good, but I have not read it so I can not suggest it.
If you are using WebLogic, I suggest getting the WebLogic bible. It has good coverage of CMP/CMR settings.