Hi Mary,
EJB components (other than MDB), can act as JMS producers creating and sending messages to JMS destinations. However they cannot act as an
asynchronous JMS consumers. A SLSB can use JMS API and waiting for a message, but this synchronous operation could block the
thread indefinitely. This was the reason why MDB were added to EJB2.0 in the first place anyway: to allow J2EE component to asynchronously process JMS message. Besides is much easier to develop a MDB consumer than using JMS API and write your own.
As for your question is very hard for me to imagine why to use JMS API when building a J2EE application; it might be a good solution for integrating with other queuing services, like IBM MQSeries, or having a simple JMS client application, but that�s another story. One reason not to use MDB might be the need to implement a JMS consumer that processes messages synchronously. But in that case why to use JMS in the first place anyway?
I hope this will help.
Regards.