Daniel Steinberg has a note on Java.Net about testing EJBs out of the container, and wonders why people make a fuss about it. There's a simple reason: speed.
I run my unit tests a lot; I would run localised subsets of the tests every couple of minutes, and the full test suite at least once an hour if not more1. Running inside a container isn't slow, but getting the code there sure is, by comparison.
It's not hard to write your code so that you have a set of POJO-ish objects which are given services provided by the container. This makes unit testing reasonably straight-forward. Your integration tests, then, must ensure that you correctly set up the services for your POJO objects (and yes, you need integration tests). Obviously, integration tests need to run in-container.
This also means you don't unit test everything outside of the container; it is obviously rather pointless to do a lot of unit testing around the glue code (just enough so that you have a reasonable degree of confidence with it).
One of the nice things about using IoC/dependency injection as a style of coding is that you can easily set up your EJBs or Servlets to inject the dependencies for you into your POJO classes.
----
1 One of the standard hints about good typing is to take a break every hour; I hit the full-build button just before having the break.
