You can read about how I studied for it in this thread
I would also add that I found the real exam to be a little bit easier than any of the mock exams I had taken (HFEJB, EJB+, etc.) - this is probably because:
1 - there are no ambiguous questions or questions with ambiguous answers on the real exam
2 - it maybe my imagination, but it seemed to me that there were normally fewer options to choose from with the average question on the real exam
3 - you always know exactly how many options you need to choose on the real exam
4 - there are not really any 'trick' questions on the real exam - you normally understand pretty clearly what area of the spec each question is probing. Also, you never get questions on the real exam that check to see if you know about something that is technically legal (e.g. will compile and deploy okay due to some loophole in the spec) but would constitute unbelievably bad practice in the real World. The questions pretty much just test if you can make sensible use of the spec, rather than find ways to abuse it.
Big shout out to Kathy & Bert and the whole Head First massive!!!