Robert is rather humble. He's the author of the O'Reiley (sp?) SCJA Certification Guide, which is an excellent resource.
I on the other hand am not humble, and would tell you to go out and pick up a copy of my SCJA Certification Guide, along with the SCJA Exam Questions book, which is filled with over 350 sample questions that you can use to quiz yourself and really, really, really get prepared for the actual exam. You can check out my signature links for more info.
Enthuware also has a pretty solid
testing engine if you want to go that route as well.
And while SCJA Guides are great, they are just that - guides. You do need some Java programming fundamentals. I like Java Programming for Dummies if you're really new to Java, and if you have a college course or some experience programming before, Head First Java is a great resource to have as well.
Best of luck! And ask lots of questions.
-Cameron McKenzie