I would start with HF Java.... then:
Buy the SCJP Review book, go through each chapter, answer all the questions....
get an understanding of the material. You can't do well on certification exams without an understanding of the material.... there's too much working against you.
Figure out what you know, what you don't know... then make a game plan on where to go from there.
Eventually, take the practice
test on the cd that comes with the book.
You can use the Rules Roundup on this site too.... it's fun.
Someone on this site has a link in their tagline about free SCJP software that they developed. When I see it I'll post the link for you.