Whether you use Web Services or a more "native" approach depends on the environment as well. If you have to pass through a proxy or some corporate firewall(s), Web Services are more likely to work since they are relying on HTTP only. RMI requires you to open another port for your application which may be difficult (not technically, though) in some environments...
If you know that this issue is not a problem, you should consider using RMI. SOA does not depend on technology so much as on good service design. If you have an EJB container, you can call session beans via RMI and additionally expose them as web services, if you really need to, by the way.
The performance depends on the data that you are planning to exchange. If you want to send complex object nets from one application to another, it's probably faster with RMI, since it's transfered in a binary format (usually). If you have some kind of textual/XML content anyway, web services may be equivalent or even faster, since then you would not need to convert anything at all (for communication).
HTH,
Martin