IMHO:
What are you doing certifications for?
Are you doing them to get a (or a better) job?
If yes, find out what the market requires and study in that direction.
If you want to have the challenge of developing a mini-project starting from a specification then do SCJD. After
SCJP this would be the best way to reinforce, extend, and put in practice what you have learnt.
I understand that SCWCD is a purely multi-choiced exam-based so in theory you can learn it without doing any real practical work, just piecemeal examples. (I do not imply that it is easy folks!)
There's nothing to stop you doing both in parallel.
-Barry