A customer came up with the suggestion to use the CorrelationID pattern for correlating JMS request and responses. In this pattern, a client sets a (preferably unique) value in the JMSCorreleationID property of the request. The service copies request.JMSCorrelationID to reply.JMSCorrelationID. This was a way-of-working I hadn't encountered.
There are 2 main JMS correlation mechanisms that I had seen so far: 1) the MessageID pattern whereby the service copies the request.JMSMessageID to the response.JMSCorrelationID and 2) the use of temporary queues.
In the Enterprise Integration Patterns book, the use of the CorrelationID as a "Conversation Identifier" is confirmed. And indeed, the CorrelationID pattern has some nice advantages, e.g. the correlation can be based on some unique identifier the JMS client picks itself (e.g. from the payload), no need to keep an extra JMSMessageID as an extra state variable.
Unfortunately, the SOAP-over-JMS draft also prescribes copying the JMSMessageID of the request to the JMSCorrelationID of the response message. And this is e.g. what Spring-WS implements.
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