I've seen quite a lot messages going through RabbitMQ. I wouldn't worry too much about scaling, because the possibilities depend very much on the architecture. With some tuning RabbitMQ can take you a long way. I would give clustering a go and see where the limits are before exploring more complicated architectures like federation.
With clustering, you can have more nodes and you can shard (distribute) your queues over the cluster. You don't need to mirror every queue on every node. But you are right, mirroring alone will add more load.
I've seen quite a lot messages going through RabbitMQ. I wouldn't worry too much about scaling, because the possibilities depend very much on the architecture. With some tuning RabbitMQ can take you a long way. I would give clustering a go and see where the limits are before exploring more complicated architectures like federation.