@MessageDriven transactions and redelivery semantics

What's the best way to accomplish the following?

• @MessageDriven bean does some work on database
• on failure, I want to roll back the DB transaction
• but I also want the JMS message NOT to be redelivered, i.e., don't re-try.

I can think of a few ways that might work. Are there any others, and which is the best?

• use @TransactionManagement(type=BEAN) and UserTransaction, and explicitly roll back after catching exception. e.g.:

  catch (Exception e) { e.printStackTrace(); utx.rollback(); }

• Use container-managed transactions, specify @TransactionAttribute(value=NOT_SUPPORTED) on onMessage and then delegate DB activity to a separate method with @TransactionAttribute(value=REQUIRED).

• Leave the transaction handling alone and re-configure the retry property in the server. I'm using Glassfish 3.1.1, and I'm not exactly sure how to set this.

• Leave everything alone and explicitly check the message for re-delivery in the onMessage body, and exit out if re-delivered. (message.getJMSRedelivered()?)

What has worked well out there? Is there a standard/best-practice way for dealing with this?