You might want to check out Amazon SQS for this. It has all the advantages you're looking for (transactional, guaranteed not to lose messages, zero administration, crazy-simple API with solid client libraries in every conceivable language), with the only possible downside being that it's hosted externally.
It's priced so cheaply as to be essentially free, though you'll need to give it a credit card so that it can bill you eleven cents a month or whatever.
I've been using it for a few years now with good success.