When is messaging (e.g. JMS) an alternative for multithreading?

Question

I work on a data processing application in which concurrency is achieved by putting several units of work on a message queue that multiple instances of a message driven bean

Answer 1

Performance-wise multi-threading should be faster than any messaging, because you add an additional network layer with messaging.
Application-wise messaging helps you to avoid locking and data sharing issues as there is no common object.
From a scaling perspective messaging is a lot better as you can configure just more nodes on several server by configuring the message service instead of changing the application.