If you want to learn more about web development i suggest the SCWCD exam. The developer exam is more focussed on the solution to any given problem and your work will be rated based on UI, design choices etc.
It's cheaper than the others, only $100 USD, and it demonstrates a wider breath of knowledge than SCJP, as it requires knowledge of MIDlets, Servlets, EJB and JMS. Not overly in depth knowledge, so you don't have to read the entire JMS spec, but it does require a solid understanding.
The SCJA certification looks great alongside all of the other certifications. Plus, in a job interview you get to promote this as the 'latest and greatest' certification from Sun.
SCJA dude. That's what I say. But then again, I'm biased.
Maybe he went home and went to bed. And took this tiny ad with him: