I normally likes to have each EJB in each own jar (with some exceptions). Another way to do it is to have only one jar for all EJBS. The sample application coupled with the getting started docs for the 3.0 series seems to do it that way. The coupling between two EJB's gets slightly simpler that way too.
The servlets and JSP's goes into a WAR file.
Any support classes goes into own jar file(s).
I want to collect them in an ear although I don't think that is strictly necessary with JBoss.
If you are just starting I think that your best bet is to get the sample application and follow that structure for your own development, then you have the build structure and everything ready to use.