Using the standard method of looking up EJBs does work from JSP pages - you just have to make sure that you import all the right classes.
As Mat says, you can use a proxy object, while another alternative is to use a custom tag to wrap up the JNDI lookup for you. Take a look at
Chapter 8 : Tag Patterns (from Professional JSP Tag Libraries) for an example of how to achieve this.
These are all great ways to access EJBs from a JSP page, but are really suited to smaller applications because from an architectural perspective, accessing enterprise resources from JSP pages (the view components) tends to go against some of the best practices such as MVC, also known as the web application model 2 architecture, particularly for larger applications. In model 2, the view components are just that - responsible for presenting information held in the model.
Take a look at Chapter 12 : Designing Web Applications and Servlet Patterns (from Professional Java Servlets 2.3) for more information on the model 2 architecture.
Hope that's useful...
Simon