1. Read EJB3 In Action writing notes as I went along
2. Read EJB Specs
3. Read Mikalai Zaikin Notes
4. Tried examples from books, web sites etc
5. Enthuware test simulator
I highly recommend reading the specs in accompaniment with MZ's notes. The spec provides the level of detail you need to really understand the concepts, where as I found MZ's notes good to refer to every now and again. The benefits of doing examples is underrated too, it really helps sink that knowledge in when you have to write it all down.
I also really recommend the Enthuware tests. I found the questions are reflective of the actual exam questions and are a great preparation tool. I did find the actual exam a LOT easier than the mock tests though like others have mentioned.
As for other tips:
The forums are gold! I liked to read all the threads even if I knew the answer. It's good to try and reply to some too as it either makes you learn something new or cements in something you already knew
Read the questions. A lot of questions I got wrong in the simulators were because I didn't read the question CLOSELY. I really took my time in the exam to make sure I understood each question.
With SCJP, SCWCD and now SCBCD under the belt I think I will take a break for a while and possibly do SCWSD in the future. Time for beer tonight though!