A few days ago I passed the Sun Certified Web Component Developer for the Java platform exam.
I started studying in november 2008 with a book I will present in this post.
For the SCJP 5 exam I used many books but for the SCWCD exam I use just one (plus some exercises on the web). The fabulous book I used to score 94% in the exam is O'Reilly's Head First Servlets and JSP 2nd edition.
This book has everything you need: It explains clearly the coverage of the exam, uses a logical chapters order for a better understanding, it isn't boring at all with an extensive use of pictures and contains for each chapter a bullet points review.
It have one mock exam for each chapter that covers what you learned in that chapter and a final mock exam that covers all the topics of the exam.