Apart from the constraints of the Sun learning paths, you don't need to do the SCJD before the SCEA, it all depends on what you are trying to achieve. The SCJD does not cover J2EE and therefore, as the SCEA does include J2EE, provides limited value in preparation for the SCEA.
My recommendation is to go for whatever certification you require using the recommended learning path. For the SCJD you must do the SCJP. When I completed the SCJP and SCJD I was an Application Designer, specialising in OOA&D but, as I was performing more and more architectural roles, I decided to use my training and experience for the SCEA. On all three certifications I learnt something that I did not previously know and therefore all three [in my opinion] where worthwhile.
Have they helped me get promotion or find a better job? I think they have in the same principle of an educational qualification; in that they provide the employer with some degree of prove that you are capable of learning new technology and, more importantly, are active in providing yourself with some personal training. I don't think an employer will look at a SCEA and say "Wow, you are a guru, here is a cheque" but they will look at the SCEA and think this guy has put some serious effort into learning new skills.
I spent a year interviewing contract and permanent staff for architecture and design roles and, on the odd occasion I came across a certification, I knew that the guy was [at least once] dedicated to keeping up his skills. I still checked the level of his understanding but the ones with the SCJD and SCEA always had that little more understanding in regards to OOA&D, UML and Java Technology. This was before I had any certifications and convinced me that they did provide an additional insight into their objective subject.