If you are so fund of JAXB, you could easily use JavaLoader ( never had problems with it, it's enterprise ready http://javaloader.riaforge.org/ ) and use your lib almost the same. Ok it could happen that you have to do soemthing "stupid" like this:
var byteClass = createObject("java", "java.lang.Byte").TYPE;
var byteArray = createObject("java","java.lang.reflect.Array").newInstance(byteClass, javacast( "int", 4096 ));
But I guess that is much better then to waste time figuring out some new library.
here's example how to use STaX2 to parse huuge XML files:
<cfscript>
var loadPaths = [ expandPath('#application.libpath#java/jars/stax2-api-3.0.1.jar')
,expandPath('#application.libpath#java/jars/woodstox-core-lgpl-4.0.5.jar')];
var javaloader = createObject("component", "#application.libpath#.java.javaloader.JavaLoader").init(loadPaths);
var fileStream = createObject("java","java.io.FileInputStream").init(arguments.file);
var XMLInputFactory = javaloader.create("org.codehaus.stax2.XMLInputFactory2").newInstance();
var XMLStreamConstants = CreateObject( "java", "javax.xml.stream.XMLStreamConstants");
var XMLStreamReader = XMLInputFactory.createXMLStreamReader(fileStream);
</cfscript>