As far as I know, Stub is just a replacement for a dependency. Stub is not used for verificiation and it cannot fail a test -from the book The Art Of Unit Testing.
But it seems since Rhino Mocks 3.5 I can do this:
var service = MockRepository.GenerateStub<ILuckyService>();
service.AssertWasCalled(s=>s.GetLuckyNumberOfTheDay());
If can verify whether a method is called on a stub, then why do I need to bother myself if I need to use a stub or mock?