MSMQ is an option, it isnt that difficult to implement, but MSMQ needs to go on all machines, but its much more scalable than remote server invoked events. Plus youre guaranteed delivery of messages. So MSMQ is an A+ choice if the load will be high, and you need to guarantee delivery of messages.
COM+ is another really good option, because it will take care of a lot of the details for you. Loosely Coupled Events are basically the same thing as what we have been talking about with respect to having the server raise events back to the clients. Here is a decent article from microsoft of the topic: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dncomser/html/compluscouple.asp.
Aside, from that, Ingo's article pretty much hit home with what weve been talking about in this entire thread. You need to know the tools out there, and choose to use the set that best fits your needs. If you dont need to go outside the firewall, dont need to use soap, wont have a high load, and are willing to possibly loose a few messages in the mix, remoting would probably be the fastest, simplest, and cheapest way to go.
Note: The code sample that I did is a slightly modified version of a sample in his "Advanced .NET Remoting in C#"