JMS is a messaging service. It is asynchronous and 2 directional, i.e. You can write an application that sends and receives messages. But this should be an application, implemented, as a rule, in java. I mean, this cannot be a thin client. And the standard JMS protocol is based on TCP, so it can be blocked by a firewall.
The web service is designed as a transport over HTTP, so it usually sends firewalls. But this is one direction: the client calls the server; the server cannot call the client. He just can respond to customer requests. The web service client (especially the RestFull web service) is very simple, so it can be easily implemented as a thin client (for example, an AJAX client).
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