This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
You'll find a lot of answers to your questions in this site's SCJP FAQ.
The de facto standard study guide is SCJP Sun Certified Programmer for Java 5 by Kathy Sierra and Bert Bates, both of whom helped co-develop the SCJP exam itself. You'll often see this book referred to simply as "K&B" on this forum.