I would go right into EJB3 development. Don't clutter your brain with deprecated or discouraged programming concepts.
As you read any EJB3 book, you'll find plenty of places where they talk about 'how it was done in EJB2', and why the new, EJB3 approach is better. You won't ever learn EJB3 without getting a bit of a look at how things were done in previous versions.
Once you've mastered EJB3, you might want to browse through Head First EJB2 to compare some concepts. I think that would be a worthwhile venture before doing the exam, but I definitely don't think you should spend too much time brushing up on EJBarf 2.x - Concentrate on EJBetter 3.
That's my two cents, anyways. I have known to be wrong on these types of things.
Head First EJB 2 can help you understand security, exceptions, message driven beans and transactions
If you don't have any experience in EJB 3, I suggest you begin by reading EJB 3 in action, chapter 1 to 10
For Certification purposes, The best place to cover objectives like JPA, Entity Manager Operations, Persistence Unit and Persistence Context, JPQL, Transaction Management is "Pro EJB 3 Java Persistence API"
Other objectives can be covered using EJB 3 In action, also It is Highly recommended to read carefully MZ notes
for the certification... you really don't need to read up an EJB 2 book. You should just go straight ahead with an EJB 3 book (and EJB 3 in action is a really great book and it'll inform you a bit about how things were done in EJB 2).
..If however you find yourself needing to maintain or migrate some EJB 2 code, then reading an EJB 2 book like Head First EJBs is a wise choice (plus EJB 3 in Action's got an ok chapter on doing this).
My opinion though... Don't waist your time reading up EJB 2 (unless you really need to work with EJB 2).
with your comments I am absoluty no doubt go straight to EJB 3, and when I need something specific, or some doubt (like how I will DO that en EJB2) go for a moment for head firts EJB 2.
Thanks to all.
One more last Question.
What do you know about a book on Head Firts, or some another TradeMark, about the Last Certificacion on EJB 3, (I ask that, because I think the book EJB 3 In Action, is NOT for the certification, I am right? )
I am currently not aware of any SCBCD (EJB exam) book available in the market. And I haven't seen anyone post about this in the forum.
What I find is that more people are studying for the exam using EJB 3 in Action (and I guess in the past Mastering EJB 3 and Orielly's EJB 3.0 book).
If you have got EJB 3 in Action, you can pay attention to chapters 1 through 11 (and maybe a glance through the later chapters) and you should be fine.
You can also search the forum for MZ's notes (I haven't seen this myself, but a lot of people around here seem to love it).
Make sure you practice your knowledge of the topics using the many SCBCD 5 exam mock exams available online (and I guess SUN's got one too).
If you are particular about studying from something really designed for the SCBCD 5 exam, then you can supplement the book with the exam packages from Whizlabs, Enthuware, or uCertify.