Some more notes on ActiveMQ:
The best way to implement request-response over JMS is to create a temporary queue and consumer per client on startup, set JMSReplyTo property on each message to the temporary queue and then use a correlationID on each message to correlate request messages to response messages. This avoids the overhead of creating and closing a consumer for each request (which is expensive). It also means you can share the same producer & consumer across many threads if you want (or pool them maybe).
[From Apache ActiveMQ ™ -- How should I implement request response with JMS]