If you have used StAX API at all, you have some scars. StAX API itself is good, IMHO, but the reference implementation was buggy and its sparse documentation failed to explain how the methods worked together. The result was that each of us wasted a lot of time experimenting and debugging.
Thankfully, the situation is improving. Version 1.0 of Woodstox, an implementation of StAX, was released recently. It's author, Tatu Saloranta, is also working on StaxMate (StAX utility library), StaxTest (StAX conformance test suite), and StaxMisc (integration bits).
If you would rather stick with the RI, there is an updated release at stax.codehaus.org site.
A related news is that James Strachan is working on ActiveSoap, a lightweight SOAP stack using StAX. Excellent. If you are sick of Axis's slobbish performance but can't wait for ActiveSoap, you might want to take a look at JibxSoap.
Also, here are some useful StAX Tips written by Berthold Daum: