I find the J2EE RI good but a bit slow, so make sure you have a really good PC before starting out. Jboss is scarce on documentation(though you may get it at a nominal price from their site).
The way to go maybe the Jboss workbook (one of many workbooks available for various servers) that comes downloadable with examples from Monson-Haefel's "Enterprise Java Beans". This has been the route for me so far, as its easy to get a working example to run first, allowing you to get comfortable with the server. Once you do this, tinker around and try to deploy some of your own beans.
If your intention is to do the SCBCD soon,which is relative to how comfortable you are with Java, then just examples, books (including the much anticipated "Head First Ejb") and specifications should keep you busy for a while. After that, and if licensing is not a problem you could delve into Weblogic or Websphere. I feel that going the hard route without too many IDE's and tools may help you grasp the concepts better.
Hope this helps.