Perhaps the biggest single change is the use of cursors to page messages from disk or store into the broker - which have taken a lot of time to bed in. This new feature even had an impact on the default message store - we had to write a new one!!
To improve flexibility and to increase the scope on integration cases, Apache ActiveMQ 5.0 also supports Enterprise Integration Patterns via Apache Camel.
You can also get a fully tested production ready version, from Iona.