those are not questions: they are existential problems!! ;-) just kidding!
I began developing webapps with java about 3 years ago. I started using EJB's back then and my impression now is that they are somewhat an overkill for most webapps today. With and ORM like hibernate (which performs well and is relatively light) IMHO don't see (for most cases) why you should use Entity EJB's.
As for session EJB's, I have the impression that they are more widely accepted, but EJB's have a steep learning curve and I think its easier to missuse them than actually use them properly.
My general suggestions are:
use MVC pattern (a framework like struts helps a lot here).
KISS (Keep it simple), the fewer the techonologies you mix the better
Besides, you're problably part of a team, so it helps the collaboration effort.