You simply can't go wrong with the SCJP 5 Certification Guide by Kathy Sierra:
CJP Sun Certified Programmer for Java 5 Study Guide (Exam 310-055)
The other top book is Paul Sangria's Concise and Comprehensive Study Guide.
SCJP Exam for J2SE 5: A Concise and Comprehensive Study Guide for The Sun Certified Java Programmer Exam Of course, you could always go for the
SCJA Certification. There are some great books on that topic, although I'm biased. SCJA is the new entry level certification exam, intended to be taken by professionals before tackling SCJP.
SCJA: Sun Certified Java Associate Study Guide by ExamScam Good luck!
-Cameron McKenzie