Will they make you the next Bill Gates? Hopefuly not!
Learning things on the job is easier than getting certified. BUT it seems to me( because of this SCJP study) that doing SCJP gets you familiar with all sorts of things u would not have gotten into otherwise. and some of those things are pretty interesting and a techie guy would like to know such stuff.
But at least it is a great way of learnig things and that should be good enough reason to get certified, everything else aside.
there are ways but I guess getting certified is the best way.
how do you proof you know something
Learning things on the job is easier than getting certified