EJB 3 components are always interesting! You get a lot of container services (security, transactions, asynchronous messaging, timers, etc.) for free. Also EJB interceptors.
Remember that you can't hot redeploy EJB 3 components (well, that is about to change with the release of JRebel 3!) and you need a local/remote interface with EJB 3.0 (local interface not required with EJB 3.1 in EE 6).