I've just checked in new code in CVS and updated the design documentation. Take a look at http://www.jboss.org/index.html?module=bb&op=viewtopic&t=61556, you'll find there a link to the design document that provides partial answers to your questions.
No, I won't be using the same interceptors, but the plumbing that allows me to install my interceptors. Take a look at the code, it's the best way to figure out how it is done.
Yes, I will be using AOP interceptors. jboss-aop.jar needs to be present in the JMS client's classpath.
No, there are no questions that are too basic (well, up to a point, though :). Check out the code and run a debugger through it. Please also take a look at the JIRA tasks, maybe you find some that inspire you. Or, you can create your own ... I will certainly create tons more in the near future.