I was struggling with jmeter running out of memory when doing some load testing, and almost all of the instructions I found about how to increase the java heap size and give jmeter more memory were for windows, and talked about editing a jmeter.bat file which I do not have on my ubuntu (10.04 LTS) machine.
Other posts suggested setting various environment variables (e.g. HEAP or JVM_ARGS), but these didn't seem to work for me.