We faced a similar question a while back. I would be also be interested in any best practice recommendations on using EJB3 JPA.
Have a look at Spring JPA (http://static.springsource.org/spring/docs/2.5.6/reference/orm.html). You can easily integrate Spring into your jboss container, then you are not dependent on container managed components for your JPA injections.
We have documented our experiences with integrating spring here : http://community.jboss.org/wiki/AnexperiencewithIntegratingSpringandJboss.