Well, you need to realize that SCJP, SCJD and SCEA test for different things. SCJP tests your basic knowledge of the Java language. SCJD tests your ability to complete a coding project utilizing the language (basically the difference between knowing something and being able to apply it). SCEA tests both your knowledge of J2EE and your ability to show the basics of applying that knowledge to a real world project.
I'm currently working on Part II of the SCEA while I'm negotating the design nightmare that is planning a wedding. (46 days from today. The UML project that's part of SCEA is my stress relief, believe it or not.) I found that Part I was somewhat difficult, but by no means moreso than I'd imagined it would be. The project for Part II seems fairly straightforward, and I imagine that the questions that are on Part III should be likewise.
The amount of work varies, however. I believe that Sun says Part II can be done in forty hours (one workweek), but most around here have discussed that it depends on how much time you can allocate to working on it in each sitting, your level of experience, and the differences in style between people. For Part I, I studied for a few weeks, and then threw myself into the exam willy-nilly, but I think it can be suitably studied for in about two weeks if you set aside an hour or so each night (and have experience with J2EE).
Good luck! Hope this helped a bit.
Theodore Jonathan Casser
SCJP/SCSNI/SCBCD/SCWCD/SCDJWS/SCMAD/SCEA/MCTS/MCPD... and so many more letters than you can shake a stick at!