If your EJB tier consists of SLSBs that are only invoked from the web tier, don't make
them clustered, and don't use HA-JNDI to look them up from the web tier. JBoss is
going to detect that the EJB is available in the same VM as the web tier and is going to
send any call to the EJB in the same VM, which in almost all cases is the most performant
solution.
If you have SFSBs, then whether to cluster them or not depends on whether you need the
fault tolerance that replicating them provides. So, as cheenu2 said, you would cluster
them for fault tolerance, not scalability. Clustering SFSBs carries a performance cost.
For entities, if you are caching entities beyond the life of a transaction, then you need
to think about keeping the caches consistent across the cluster via cache invalidation
(EJB2) or replication (EJB3).
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