Blogging from TornadoCamp.net (just finished the introductory keynote -- CLR; JIT, GC, etc.)
A few comments on Tomas' wishlist...
As of COM+ 1.5, you have full control over the process lifetime. You can disable/enable, pause/resume, auto-recycle, be notified of spin-up and shutdown and you can host your own process with CoRegisterSurrogateEx()
As of Win2K SP3 and better, you can define a single port for each DCOM endpoint (per process)
For a release from the dllhost.exe ghetto (actually from the default domain) and therefore for elimination the need for the GAC, consider my "ServicedComponentEx" hack from this source code archive. (This version only works for server-activated components)
The archive also has a managed catalog wrapper :)
I am told that there's indeed a somewhat public load balancing hook in COM+ which would allow you to write your own Application Center if you wanted. I haven't really looked at that yet (I am betting that this is something to look at), but I have no reason to doubt that the source of this information isn't telling me the right thing.
In general, I would say, however, that good use-cases for CLB are fairly rare. Only if you are seeing a huge variation in processing times (eg. user-supplied ad-hoc queries against a data store), CLB is a better tool than load-balancing on the user-tier and bind groups of user-tier servers to dedicated backend servers.