I'm starting SCJD and I've got some questions after reading the specification.
If you have an interface with a lockCookie, you don't have to care about controlling and identifying threads, because the lockCookie will be used for identification. And if you would choose a sockets solution, you would be one of the very few people following that approach. RMI is clearly the favourite choice.
And like Dick suggested: Andrew's book is an excellent choice to clear this certification. This forum also contains all answers to almost every question/doubt you'll encounter.