Tag Libraries can contain one to many Java classes, therefore the difference between the contents of a Tab Library, JavaBeans and Enterprise Java Beans is minimal and is essentially that they expose the standard interface for their respective category. Beyond the interface it’s all basically the same.
To maximize scaling none of these is more or less efficient by their nature, rather they are differentiated by their environment. EJBs run in a J2EE Server that (should) provide database connection pooling which is the primary consideration for scaling database IO in a web server environment.
Therefore, depending on your application server, EJBs should scale better.
The best place to start looking for free Java components is Apache.org. To connect to your specific database you need a JDBC driver for it. Look on your vendors web site or documentation for information regarding a driver. Once you have a driver you can write your own EJBs that use the driver to access the database.
-pete