Three weeks ago I passed my Java certification, called the Sun Certified Programmer for Java 2 Platform 1.4 (CX-310-035).
My employer paid it for me (saved me 200 bucks!), all I had to do was to go to a Prometric certification centre and answer the questions (around 60, and you have 120 minutes to do that).
Why did it try to go and take this exam would you ask ? Well, because, even if I knew (a little) how to code Java before starting to study the exam, that was the perfect occasion to discover in-depth « basic » Java, and well, it sure strengthens my CV!
To pass the Programmer exam you must not have any doubts about java tricks, more particularly in these 9 « exam objectives » :

• Declarations and Access Control (even if you think you Know Java, you may still still have surprises!!)
• Flow control, Assertions, and Exception Handling (I learned a lot !)
• Garbage Collection (short and easy)
• Language Fundamentals (a good exercise for your memory !)
• Operators and Assignments (implicit casting, = is different from « equal », etc..)
• Overloading, Overriding, Runtime Type and Object Orientation (that’s what I call an object oriented language !)
• Threads (the tough part ! Dough !)
• The Collections Framework (still need to make some memory work !)

My method to pass this exam? I studied with this book : Sun Certified Programmer & Developer for Java 2 Study Guide, co-written by Kathy Sierra, one of the authors of the test questions.
I t really helped me, even if I didn’t follow all of her instructions point by point : she gives you the advice to work 15 minutes a day during 3 months, I worked 4 hours a day during 2 weeks !
The questions in this book (the mock tests) are really quite similar to the exam ones, so you won’t be surprised the day of the exam !
What next ? I’m now studying my the Sun Certified Web Component Developer for the Java 2 Platform, Enterprise Edition 1.4 (CX-310-081), this exam is about JSP and servlets, my first step in the J2EE certification, whats appeals to me best.
Feel free to give me your advice about this certification !