1000 req/s is high for any XML over HTTP solution.

You can go for it and just throw enough hardware at the problem.

Or you can go for a more efficient binary message format over
a permanent connection.

Arne

The most efficient would be some Datagrams, using an Applet to compose
the datagrams, and compressing the contents in binary format.

You won't be able to do much i/o to get that kind of volume.  This
means you will need to be read-write caching nearly all your I/O.

The usual approach to keep ramping up the transaction rate is to use
multiple servers and a scheme to spread the load evenly over all of
them.  You can see this with big companies. Every time you do a PING
you get a different IP as you are directed to a different server. You
just keep adding servers as needed to handle the load.