If you know about EJB's then I'd suggest reading up on jboss.xml. That's the jboss specific deployment information. If you need an example of that file, I'll need your email address.
From a few steps back, jboss hot-deploys everything, from most of it's services to ears, wars, sars, etc. It will generate all the client stuff on the fly and deliver it to you when you do the lookup, so there is no need to make the stub stuff ahead of time.
In the beginning, after getting an ejb to deploy the first time, the major things I've run into were security (for clients outside of the JVM) and classloader problems. For security problems I'd suggest reading up on JAAS a bit, and for classloader problems the first two docs here (
http://sourceforge.net/docman/?group_id=22866) are about that.
the forums and wiki on jboss.org are pretty useful too. Have a good one!
Jeff