Let me put it this way - the question you're asking is too general, I think. Certifications relevant to what? What is the direction you're hoping to go with your career? Is your goal to be a programmer or do you have higher aspirations?
I know it sounds kind of roundabout, but. You mention a couple of directions in your original query, which don't necessarily fit together straightaway - Rational Application Developer, for instance, and XML fit in nicely with the programmer certification if your goal is to further a programming career. Unix might be a good fit if you're hoping to be a jack-of-all-trades or are thinking of system administration. If you are thinking of moving to a more executive/leadership-type position, you might look into the UML exams from OMG or PMP.
If you'll give some more information, there's folks around who'd be happy to suggest further exams to pursue.
Theodore Jonathan Casser
SCJP/SCSNI/SCBCD/SCWCD/SCDJWS/SCMAD/SCEA/MCTS/MCPD... and so many more letters than you can shake a stick at!
The best study guide is to simply browse around the Help built into the Rational Application Developer. A large of the exam is simply in knowing the abilities of the IDE on top of your general J2EE knowledge.