I use Orion, I find it the easiest to use http://www.orionserver.com
Orion has limited WYSIWYG management tools, but it's the fastest J2EE app server, having one of the smallest memory footprints and it's J2EE compliance is enourmous and is packed lots of complements that aren't fully covered by J2EE. It can cluster web sites using Multicast UDP. It's free for development/non-commercial ventures, and it costs U$S 1500 per box for commercial purposes.
Orion's source code was licensed to Oracle and they've put in some work in tools and integration with JDeveloper. The product is called OC4J. It may be the case that having the Oracle name involved can lower anxiety levels of using Orion by IronFlare, which isn't a household name. I don't remember out of my head how much for OC4J. Check the app server matrix (in TheServerSide last I heard) for the licensing options.
Finally, Pramati sells a VERY solid app server, full with WYSIWYG managment tools and of course tight integration with the also very good Pramati Studio IDE. It can also cluster web sites using Multicast UDP. Pramati has the best support(over email) for the buck there is in the IT industry, period. Last time I checked, it was costing U$S 8000 per CPU.
These servers have similar features and programming/deployment/management feel, so it's quite possible you could start out with Orion and later move to OC4J or Pramati or viceversa.
My 2c,
JP
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