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This article by D J Walker-Morgan covers how to use JConsole to see VM information, and especially how to write an MBean and attach JConsole to check it out. The only weird thing is the idea of calling a class WatchMeMBean and the corresponding MBean interface WatchMeMBeanMBean. I think I'd have used WatchMeManager and WatchMeManagerMBean.  
We've posted a detailed set of guidelines for using the JMX API, the result of several years' experience with it. Starting from the JMX Technology Home Page at http://java.sun.com/jmx, you can now find a link "JMX Best Practices" in the navigation bar at the left, leading you to the detailed best practices document. This covers many basic and advanced topics, such as how to name MBeans, how to choose between the different kinds of MBeans, how to handle complex data types, MBean interface evolution, and correct use of notifications. Although this is already a fairly big document, there might be other areas that you'd like to see covered, or problems that you see with the existing text. Feedback would be very welcome, either here or at jmx-spec-comments@sun.com.  
I'm the Specification Lead for Java Management Extensions (JMX) technology and I expect to be talking about it quite a bit in this blog. The JMX API is part of the core Java platform as of Tiger (5.0). It was defined by JSRs 3 (for the local part) and160 (for the remote part), and continues to evolve through JSRs 255 (JMX API 2.0) and 262 (Web Services Connector for JMX Agents). What does all this mean for future versions of the Java platform? The current platform (5.0, Tiger) contains version 1.2 of the JMX API and version 1.0 of the JMX Remote API. The distinction between these two APIs is mostly an accident of history, so going forward they will be combined. The next version of the core platform (6.0, Mustang) will contain version 1.3 of the JMX API. The version after that (7.0, Dolphin) will contain version 2.0. We try to be as open as possible about these developments. In particular, you can see what's going in detail through the bug database. A good starting point is bug 5072268. And, you can track the API changes almost in real time through theonline Mustang API docs. Look out for a bunch of new stuff arriving in Build 40! Over time I plan to talk here about the changes to the API that are planned or in progress. I'll also mention JSR 262 (Web Services Connector) from time to time. And I'll mention some tips and best practices that we've accumulated over the years working with JMX technology. Don't hesitate to let us know what you'd like to see in the JMX API, through comments here, or in the bug database, or mailed directly to jmx-spec-comments@sun.com.