Having intermediate callbacks is the main reason why people use a SAX parser. So that is an implementation issue with .NET's SAX parser.
It's actually an implementation "feature" of most SAX parsers. Java's most popular SAX parsers follow the same pattern; crimson, xerces, and the built in sax parser in 1.4+ (which is crimson isn't it?). In any case, for efficiency, most SAX parsers read in a buffer load of input before parsing it and generating events. until the buffer is filled, the sax parser blocks, even if there are complete event tokens already in the buffer. With XMPP this is obviously a problem. The buffers are almost always bigger than the packet size of XMPP which relies on each packet being processed before the next is sent. So you get 'stuck' parsers.
On open source parsers, you can dig into the source code and modify the parser to use a 1 character buffer. You'll probably want to buffer the reader before handing it to such a parser or your performance will go through the floor.
Java has pull parsers available that get around the problem and I find are much better suited for streaming XML found in XMPP. Pull parsers are the mirror opposite of push parsers like SAX; in pull parsing events are pulled from the parser by calling methods on the parser when you're ready for the next token - as opposed to SAX where the events are pushed to you in callbacks. For XMPP, you can simplify your logic by handing the parser over to specialized event consumers based on the first tag (e.g. see iq tag, give parser to iq handler to read and handle, etc). The pull parser I've used quite a lot is: http://www.xmlpull.org which has the benefit of being open source, small, and wicked fast. BEA is chairing a JCP committee to establish a Java pull parsing standard (named stax). You can find it at BEA's site, or the JCP site (search for stax).
Finally, since you're working with Java, I have to push Smack. Java, open source, simple, extensible, small, and uses xml pull parsing under the covers. You may want to check it out. Makes working with XMPP in Java a breeze: http://www.jivesoftware.com/xmpp/smack
-iain
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