Is there a generally-accepted way to return a large list of objects using Java EE?

For example, if you had a database ResultSet that had millions of objects how would you return those objects to a (remote) client application?

Another example -- that is closer to what I'm actually doing -- would be to aggregate data from hundreds of sources, normalize it, and incrementally transfer it to a client system as a single "list".

Since all the data cannot fit in memory, I was thinking that a combination of a stateful SessionBean and some sort of custom Iterator that called back to the server would do the trick.

How have you successfully solved this problem in the past?