Q: where's most appropriate to report, e.g. a JMX bug. The JMX project or the Jboss Application Server/jmx component?
A: Bugs should be in the most specific project. If it affects others, then dependencies on the issue can be created by creating issues in the other projects and linking those to the issue.
In the JMX case, if the issue is related to the JMX implementation and does not involve the integration code between AS and JMX then the bug should be only open in the JMX project in JIRA. If the bug affects integration code and not the JMX implementation, then open against the AS project - JMX component. If it affects both the implementation and the integration then open two issues and link them.