They beat me to it! I've only gotten to 500k on EC2, however i believe there's some trickery in their firewalls / NAT which is holding me back... If anyone's interested in the gory details, see:
http://splinter.com.au/tag/comet
The rightscale folks found the same thing:
http://blog.rightscale.com/2010/04/01/benchmarking-load-bala...