You will probably want to make use of the MVC pattern in your app. In which case you will probably want to use an MVC framework such as Spring or Struts. Spring (www.springframework.org) comes with a good MVC tutorial. Struts (struts.apache.org) also has some turorials. For a lengthier Struts tutorial (actually, more of a tutorial on how to correctly build a web application), try Pro Jakarta Struts by Carnell and Harrop. They build a weblog/forum application over the course of the book (you can always download the code and examine it).
None of the above tutorials use EJBs. In addition, most of them focus on Tomcat as the server but I have run the examples on JBoss AS without any problems. Perhaps someone knows of a good MVC with EJB tutorial.