Scaling ActiveMQ has come up a lot recently on the ActiveMQ users lists. One of the strengths of Apache ActiveMQ is its flexibility - but sometimes that's its curse too. Out of the box, ActiveMQ is configured to handle hundreds of very deep (contain 100 of millions of messages) - but its not the best configuration to scale queues horizontally (thousands of Queues on the same broker).
I've added a couple of FAQ entries to the Apache ActiveMQ site:
Something we need to address in the upcoming 5.3 release, is to provide more example configurations - to enable users to get a good head start on picking the right configuration for their use cases.