Until Java EE 7 only EJB was transactional and the @Transactional annotation didn’t exist.
Since Java EE 7 and JTA 1.2 you can use transactional interceptor in CDI with @Transactional annotation.
To answer your question about the best type of bean to use, the answer is CDI by default.
CDI beans are lighter than EJB and support a lot of feature (including being an EJB) and is activated by default (when you add beans.xml file to your app).
Since Java EE 6 @Inject supersede @EJB. Even if you use remote EJBs (feature not existing in CDI) the best practice suggest that you @EJB once to inject remote EJB and a CDI producer to expose it as a CDI bean
public class Resources {
@EJB
@Produces
MyRemoteEJB ejb;
}
The same is suggested for Java EE resources
public class Resources2 {
@PersistenceContext
@Produces
EntityManager em;
}
These producers will be used later
public class MyBean {
@Inject
MyRemoteEJB bean;
@Inject
EntityManager em;
}
EJB continue to make sense for certain services they include like JMS or Asynchronous treatment, but you’ll use them as CDI bean.