I can tell you my first experiences with EJBs several years ago was
profoundly negative. Most of this, however, was a result of a lack of
experience on my part as well as a lesser maturity among tools and
servers.

We made all the classic mistakes: too fine grained EJBs, session beans
were too weak, too much over the wire, etc. Frankly, I have now moved
almost completely away from EJBs in a lot of respects now in favor of
SOA and EJB-as-SOAP-Service and other persistence systems, though the
3.0 spec has me very very excited.

There are a lot of good materials out there now on best practices with
J2EE stuff. Which ones you choose is really more about the project you
are working on though.