Offhand, I'd say that 486 (OOAD with UML) would definitely be something that would help towards preparing for the SCEA exam. It'll give you practice with UML and probably start getting you thinking in the right mindset for the assignment. (I'm in much the same boat, more keeping myself in a holding
pattern until September-or-so when they start announcing what they're going to do with SCEA. Not that I've not been driving my fiancee crazy with studying for the exam regardless...)
I think that the SCBCD and SCWCD exams probably would help towards studing basic
J2EE information, but I don't know if that's really something that helps or hurts towards the SCEA
test... since SCEA is more geared to architects, while the other two are geared towards developers. If I'm reading most of my study materials right (the Cade book among others), Part I seems to more concentrate on the 10,000 foot view of J2EE than the intricacies of the API. Though, on that, a veteran of the exam might be able to give a better view of such...
Hopes that helps, at least a bit.