Where can I find a working example of setting up a publisher / subscriber using MassTransit?
What you need is a sample Grid.Distributor.
https://github.com/MassTransit/MassTransit/tree/develop/src/Samples/Distributor
If you use RabbitMQ instead of MSMQ, you can use competing consumers. However, we do not recommend this with MSMQ. If you want to try, this should be with transactional queues.
If you have more questions, feel free to contact the mailing list. http://groups.google.com/group/masstransit-discuss