I'm playing with Sun's OpenMQ. The Java-based installer made me fairly skeptical (c'mon guys... tar zxf...) but boy howdy! so far, utterly rock solid. After my pitched, losing battles with SpiritWave in the 2001-2003 timeframe, I'm fairly skittish and approaching this project at Gilt with caution.
So far though...
(Yes, I tried ActiveMQ as that would be my first choice due to the utterly irrational reason of tribal affiliation, but I've managed to lock the ActiveMQ broker up fairly easily with a simple stress test, and waiting to hear back on the user list regarding what I did wrong. So while I'm waiting, I'll play with OpenMQ and try not to fall in love.)
I am curious how it works for you. MQ's have never quite delivered on their promises for me, particularly JMS implementations: just like you, I've been able to make ActiveMQ fall over very quickly with *simple* operations. Have you experimented with any AMQP based MQs (RabbitMQ)?
obviously the correct irrational tribal loyalty choice for an AMQP broker would be Apache Qpid! ;)
OpenDS (http://www.opends.org/) seems to be one of these rock solid software and also in the installation step.
For example it displays the corresponding command line for any GUI actions.