My quick search reveals the reference implementation (http://stax.codehaus.org), the Woodstox implementation (http://woodstox.codehaus.org), and Sun's SJSXP implementation (https://sjsxp.dev.java.net/).
Please comment on the relative merits of these, and fill me in on any other implementations I should consider.
Woodstox wins every time for me. It's not just performance, either - sjsxp is twitchy and overly pedantic, woodstox just gets on with it.
Interesting to note that:
Article from Sun: Streaming APIs for XML parsers
Comment on Javolution: No it's not Stax implementation. It does implement an API similar to Stax, but because of Javolution's avoidance of Strings etc, it can not be source compatible.
Either way, their implementation is not particularly good -- it's not faster, and it is less fully-featured, doesn't detect xml problems (like duplicate attributes), won't process entities or such. So I don't see much reason using it, unless you use Javolution classes for everything.
http://javolution.org/ has a good StAX implementation