I don't really know what you mean by more theoretical... both the SCJP and SCWCD are examined solely by theory exams (there is no practical element) and yet both courses have tremendous scope for doing practical work. Probably the SCWCD encourages you to do more work as there are many more topics in the exam - compare about 7 sections in the SCJP objectives with 11 or so in the SCWCD. With SCWCD, they also sometimes test SCJP knowledge, although I think they try to avoid it.
I would recommend doing lots of practical alongside the theory when preparing for the SCWCD exam, but mostly it's a case of understanding the theory and learning the APIs (unfortunately, there is much more rote learning involved in the SCWCD exam than in the SCJP).
Charles Lyons (SCJP 1.4, April 2003; SCJP 5, Dec 2006; SCWCD 1.4b, April 2004)
Author of OCEJWCD Study Companion for Oracle Exam 1Z0-899 (ISBN 0955160340 / AmazonAmazon UK )