Session Fa�ade are intented to be a fa�ade to the business objects. All business rules have to be in it. You shoud use Session Facade to control de flow of the use case. Session Facade can access all Business Objects related with use case. Generaly it is implemented as SessionBean.
Bussiness Delegate are used to decoupling the presentation layer from the bussiness layer. As Session Facade is implemented as SessionBean, Bussiness Delegate hides the complexity of working with EJB from the client in presentation layer. And Business Delegate should catch any EJB exception and convert it in exception known for the client.
Service Locator is used for the Business Delegate to locate de proper SessionBean. Service Locator hide from Business Delegate the complexity of working with JNDI. And Service Locator should cache the home reference for SessionBean to avoid call JNDI API every time.