Are you saying that you want to save changes made to mbeans via Web Console? If so, that is not possible. If you want the change to be permanent, you must modify the original xml configuration file.
If what you want to do is have several possible 'states' for an mbean and switch from one to another, one way is to set up scripts using twiddle to make the changes, and then run the appropriate script(s).
No, I am saying I want a tool that uses the JMX Mbeans to collect information about some attribute, say jboss.system:type=ServerInfo FreeMemory, given some interval. This information is helpfull when the server crashes or something in the middle of the night. This typical administrator's procedure is often called (historical) data collection.
Then twiddle is the way to go. You can set up a cron job to run twiddle periodically, dumping the requested values to a file.
By the way, you could also use Nagios or GroundworkMonitor (they have an open source variant) to do this, but they both use a simple script that uses twiddle. Nagios instructions are at http://wiki.jboss.org/wiki/Wiki.jsp?page=JBossNagiosPlugin