One year ago I decided for certification in Java. I passed the exam last week. Now I would like to share my experience in two advices.
1. Have a deadline
Without a deadline the study takes to long. You will never know everything. Don't try to replace compiler.
2. Have a good learn resource.
It's the core. You don't want to read 700 pages books. Keep it short and efficient. The first book is SCJP Sun Certified Programmer for Java 6 Exam 310-065. This book awesome summary for each chapter, which is ideally study material. Read it first and if you don't understand the content read the whole chapter.
Second study source is Whizlabs certification preparation software. For 50$ you get a account with 8 mock exams. If you keep score over 85% you are prepared for the exam.
Finally don't forget you need just 58% to pass.