you said you are going to use one web server. So obviously all the requests will be sent to the same web server .In that case why would you need session stickiness.
And about using stateful session bean, if you are going to pass more data into the app server(
EJB param) for every call, it consumes more bandwidth. That implies that this scneario needs maintaining the state on the app server side. So you would have to use Stateful in this scenario.