I've been working on a module as well and the code looks pretty much like the example posted here but I thought others might also be interested in knowing that you can use the models from your j-cook components.
Copying from your main component file (e.g. mycomponent.php found in the site folder or in the admin folder of your project) a line that looks something like this (note the comment to help you find it):
//Copy this line to be able to call the application from outside (Module, Plugin, Third component, ...)
require_once(JPATH_ADMINISTRATOR.DS.'components'.DS.'com_mycomponent'.DS.'helpers'.DS.'loader.php');
Once you have copied that line to your module file, you can then just use your component's model with code something like this:
$model = CkJModel::getInstance('modelname', 'MycomponentModel');
$model->setState( .... ); // TODO: Set any state variables you want to use
$items = $model->getItems();
Dave
PS. If I'm missing anything hopefully admin will add his thoughts ...