Performance differs greatly depending on many different factors
To give you an idea of the kinds of performance you can expect from ActiveMQ we have a bunch of JMeter Performance Tests that you can run on your hardware with the protocols of your choice.
The last test run we ran was on a small network of 2 dual CPU opteron linux boxes (64 bit) running SuSe and with Java 5 from Sun.
When running the server on one box and a single producer and consumer thread in separate VMs on the other box, using a single topic we got around 21-22,000 messages/second using 1-2K messages. Another test running the broker on a Intel Celeron CPU 2.40GHz we got 2000 messages/second on a durable queue with 1 producer and 1 consumer thread on another box. So your milleage may vary greatly on your environment.
We have a few tools to help you evaluate performance.
If you're not convinced by performance reports then please do try running performance tests yourself. You might wanna check out our overview of Performance or try using out the ActiveMQ Performance Module Users Manual
The Commercial Providers on the Support page may also be able to help diagnose performance issues, suggest changes, etc...