I don't have any previous experience with *MQs and I'm looking to build knowledge on JMS and message queues in general. That way, I wonder whether I should start with ActiveMQ or just "ignore" it altogether and start by teaching myself Apollo. Is Apollo as feature-complete as ActiveMQ? Does it implement JMS 2.0 (I see that ActiveMQ got stuck with 1.1)? Will I be missing something really important?
Also, how does Kafka compare to these two solutions?
Apache ActiveMQ is a great workhorse full of features and nice stuff. It's not the fastest MQ software around but fast enough for most use cases. Among features are flexible clustring, fail-over, integrations with different application servers, security etc.
Apache Apollo is an attempt to write a new core for ActiveMQ to cope with a large amount of clients and messages. It does not have all nice and convenient feature of ActiveMQ but scales a lot better. Apache Apollo is a really fast MQ implementation when you give it a large multi-core server and thousands of concurrent connections. It has a nice, simple UI, but is not a "one-size-fits-all" solution.
It seems that there is an attempt ongoing to merge a number of ActiveMQ features with HornetQ under the name ActiveMQ Artemis. HornetQ has JMS2.0 support, so my humble guess is that it's likely to appear in ActiveMQ 6.x.
Kafka is a different beast. It's a very simple message broker intended to scale persistent publish subscribe (topics) as fast as possible over multiple servers. For small-medium sized deployments, Kafka is probably not the best option. It also has it's way to do things to achieve the high throughput, so you have to trade a lot in terms of flexibility to get high distributed throughput. If you are new to the area of MQ and brokers, I guess Kafka is overkill. On the other hand - if you have a decent sized server cluster and wonder how to push as many messages as possible through it - give Kafka a spin!