Our organisation uses ActiveMQ as part of our RadioVIS implementation. One feature we found that we found was missing was the ability to treat all consumers as if they were setting consumer.retroactive=true. i.e. when they connect to a topic, they are instantly sent the topic's last message.
(We found it necessary to implement server side, as the clients come from a variety of third-party providers, which do not implement the retroactive header).
Included is a patch that allows this to be configured on a per-topic basis from the configuration file, for example: