Each has it's own purpose - JRMP is the default RMI protocol, and is used when both client and server are using RMI only. IIOP is the protocol for CORBA, and is used when some clients or servers might not be using just RMI (or if you're using EJBs - they use RMI over IIOP by default).
Write once, run anywhere, because there's nowhere to hide! - /. A.C.