I've tested different policies, and I measure no big differences for my special applicationn.
There is a mix of small and huge use cases and it depends on the current throughput how the cluster perform.
The loadbalancing is not a big extra effort.
If you you double the number of nodes you get a factor around 1.8-1.9 but the benefit will be a bit less as more you add. We test above to 20 instances.
One thing you have to remember, we work without big inter-node communication, so no cache/session replication, it is a pur EJB application.
I suppose if you have such replication the benefit will be less than my one.
hope this answer your question, if you have additional questions feel free to ask ;)