Complete Java 2 Certification (07821444195) is good, but it does not cover enough of the new material enough. It's not that the new material is bad, but it is not sufficient. It needs to be supplemented with something like Java 5.0 Tiger: A Develeoper's Notebook (0596007388) at the very least.
Sun Certified Programmer for Java 5 Study Guide (0072253606) should be out any day now. Amazon.com says that it is not out yet and also that they only have four copies left. I don't know how that makes sense.