Hello, Colleagues,
I am a newbie in this community, however read your posts and they helped me with
SCJP. Now it's my turn to share what I have in hands
So, two weeks ago I passed my SCJP6 and received 96% (I think I didn't pay enough attention to exam questions, as mistakes were in "Fundamentals" and "OO concepts" -- don't act during the exam like me

).
Preparation: the famous K&B book "Sun Certified Programmer for
Java 6 Study Guide". Starting by 1st of September, I dedicated 1-4 hours each evening and sometimes more in weekends for a month. I read each sentence and tried to thought "ok, but is it true in the other case..." -- so actually I wrote many small java snippets to check one or another of my assumptions/guesses. Each assumption, doubt (yeah, I had many doubts during the learning) has been marked in pencil. Also, I started a spreadsheet with my progress in the following format:
chapter | deadline | date really completed | level of skills (red/yellow/green) | things to re-read | notes | ideas for upcoming blog
That helped me to follow the schedule and not get away from the SCJP
The order of chapters I read:
1 Declarations and Access Control
2 Object Orientation
4 Operators
3 Assignments
10 Development
8 Inner Classes
9 Threads
5 Flow Control, Exceptions, and Assertions
6 Strings, I/O, Formatting, and Parsing
7 Generics and Collections
Two last were really difficult, because I am not the guy who can easily remember exact method signatures. And they are largest chapters in addition. So my schedule looked like fews days for each simple chapter and almost a week for each of the last two. After completing a topic, I solved the demo questions provided in the end of the chapter. Also, did I mention that I wrote few hundreds of small classes during the preparation? If yes, it's worth to repeat that again -- it really helped a lot

I did that with Notepad++ free editor as it is fast and has syntax highlighting. NppExec plugin for quick compilation of classes by pressing a key is also a must.
Starting by October, it was the second round. I reviewed all the self-test questions and read all the chapters following the same order as above, but skipped obvious things (like "what are the rules of legal java identifiers"). Because all hard places had been underlined in pencil, it was easy to recognize what was worth my attention and what was not. And then, I took all the three MasterExams in a week. Strategy: take the "open book" practice with 10-25 questions per session, and try to carefully read and understand the question. Analyze the syntax, try to push yourself to remember what rules are for particular syntax construction, inheritance relationship, API, threading, JVM, GC etc. mentioned in the question. Then mark the answer and check if label "correct" lights-up. Don't be surprised if it doesn't, even if you are sure for the answer -- some questions provide incorrect answers, and notes about that can be found right here, in the JavaRanch. Find them by using search and question number (I used google which redirected me there in 99 cases of 100 ;-) ) and be 100% sure for the right answer. Otherwise, get back to the question and read it again -- maybe you missed some "trap" designed to catch you and to fly your self-confidence in many small pieces
And, finally, I took the book for the third time, but only "scanned" it and wrote down all the really hard things on a white sheet of paper. Like list of number formatting flags, facts, that Enum can have lot of things that ordinary class has, signatures for some methods etc. What else? I did pay attention to the API of classes/methods mentioned in the book (can be found in java.sun.com site, documentation chapter). But, I will unveil the inconvenient truth: K&B book does not cover 100% of SCJP6 questions. At least, I got a question that has not been covered. It was possible to guess only with little confidence and trusting in logic only. However, later I checked the API and realized that correct answer had been marked. Scanning through the book and even eBook with search function shown that information regarding some questions is really not in the book. So... Don't be lazy and get familiar with java.lang.System class API a bit ;-)
What else... Don't forget to read the initial chapter of the book several times. It says some important things about the exam:
a) Drag'n'Drop questions lose their answer if you want to recheck them later. Mark their numbers on the board/paper (depends what you get for the exam, I got several plastic
cards and a felt-tip, but that's very bad as it has big tip)
b) Take some
water if you are allowed to bring it in -- you will get thirsty during the exam
c) There are easy and hard questions, so "answer easy questions, mark hard questions" strategy is reasonable.
d) Get a good sleep before as you will need fresh head. DEFINITELY.
And, my advice: RECHECK the exam if you have spare time (you can answer to a double or tripple amount of questions during that time if you know the material well). Twice or thrice. That helped me to find really stupid and obvious mistakes (usually they were syntax tricks hard to notice and asking for a sharp eye to catch them) and fix about 5 questions that had been answered wrong before.
Well, I just wrote longer post than expected... Pardon! :-)