Assuming you want to go the J2EE route, then Sun Certified Business Component Developer (SCBCD) would be a reasonable choice as a next step.
Though a Sun Certified Java Developer would also not be a bad choice, and is a little more hands on if you want a change from cramming / multiple choice!
Same here I am planning for SCBD and then for SCJEA...... I thought of going for SCJEA directly but company pays for all relevant certification exam fees so thought of leveraging the benefit