Firs of all you have to decide which part of j2ee you want to use and why ?for example you can consider the follwing parameter to select possible technology.
1- are your application is going to be a distributed application or not.if it 's not a distributed app I suggest no to use EJB part of J2EE .
2- if it's going to be a web application ,you can use an MVC Framework such as Struts for web application and for Data Access Layer you can use Hibernate for your OR Mapping.
if there is another issue please let me know.

Just as a side note, even the fully distributed enterprise applications can be easily implemented without any EJB... EJB is more like a headache than a tool to help! Let's see how EJB 3.0 will correctly address these issues in practice.

If the architecture design is in place so that should answer you as what would be the next step. You need to get into object oriented design and creation. I assume you already have the framework architecture along with hardware and software requirements. Now you have to look into each tier and decide (according to your requirements) as what would be more suitable for each tier. i.e applets / HTML for client tier or think of servlets / JSP for web tier and so on.

What layer are you more interested in? if it is business tier, then you need to think of EJBs and JDOs and consider performance and security patterns.

I guess it's more your call now.