Jignesh,
Everything you're asking for is part of Kamailio's core functionality:
1. Most useful applications of Kamailio involve stateful relay, and the stock included configurations are stateful.
2. The loose-routing section of the configuration, and, more broadly, RFC 3261 in general, take care of routing in-dialog requests (ACKs, reinvites, BYEs, etc.) to the appropriate dialog party.
3. Load-balancing/distribution among Asterisk instances can be done with the 'dispatcher' module; there are many examples floating around, as it's one of the most common applications for Kamailio.
-- Alex