In AS 7.1.1 you can use @DependsOn for singleton beans, to make sure that other EJB's don't shut down until the the singleton has shut down. Even though the spec says that you can only use this to reference other singleton beans, we have expanded this so you can reference any type of bean.
In AS7 upstream I have added a feature where you can use use @DependsOn on any session bean (not just singletons), AS7 upstream also has some other fixes to make sure that the EJB Client context does not shut down until all EJB's have shut down.