J2EE Web Services (Richard Monson-Haefel; RMH) is essential. So are the Blueprints but you can get the PDF for free (see other topics linked to). And at a minimum MZ Guide's section on security (see other topics linked to).
I used the following study material. I cleared the exam 1 week ago.
1. RMH Book 2. Web Services Security - Mark O'Neill (Good Book for WS security) 3. MZ Notes and QUIZ 4. J2EE 1.4 Tutorial - 7, 8, 9 and 10 chapters 5. Sun Blue Prints - All 9 chapters 6. xyzws.com - Online quiz (Got 73%) 7. Comments from ranchers.