I am just starting out with EJB, so maybe my 2 cents will help of what I found so far...
The best EJB book is "Mastering Enterprise JavaBeans" by Ed Roman (Wiley Publishers). Search these forums for alink to the free PDF version.
Download Oracle JDeveloper 9i. It's free, and will spare you some of the confusing issues of deployment. Ultimately, you will want to know how to hand-code descriptors, etc. But in the beginning, you can use this tool to concentrate on programming. It even has a built-in EJB container/J2EE server.
I think that most companies have very different methods of building/deploying. It is different for every app-server out there, so learn the skills that will apply to any job first.
Once you are comfortable, download evaluations of WebLogic, WebSphere,
JBoss, JRun. All can be downloaded for free, and you can learn deployment tools and administration.