<p>I have an application that needs to send a moderately high volume of messages between a number of AppDomains.  I know that I could implement this using remoting, but I have also noticed that there are cross-domain delegates.  Has anyone looked at this kind of problem?</p>

This is just a quick thought, but I heard that even for cross-domain communication
WCF
would be the recommended approach, starting from .NET 3.0 of course. Actually this makes sense, as remoting is just another technology wrapped by WCF.