I've done
SCJP & SCWCD using the Head First books (actually SCJP was using the book that they had before head-first, I forget the name).
I have the Head First EJB book which I started going through a while back (must get back into it) and I have to say I'm found SCBCD study much easier than SCWCD. There are so many abiguities and inconsistencies with the SCWCD technologies that I found it difficult to remember things and got syntax confused (I still got a good score - but through a lot of hard work). EJB is much "cleaner" and easier to remember stuff.
I leant the book to someone who had never done EJB before and he also found it quite clear.
The Head First books are excellent, I like the style and I especially like that the Authors are so approachable on these forums and by email.
Steve