Hey, welcome to the JavaRanch SCJA Forum!
You know, it's in bad taste to say anything bad about another vendor's courseware, so I won't, but I do know a few people that were less than impressed with Oracle/Sun's training programs. I'd say those would be one of the last things I'd do, not the first. And I'd only take them if I was really, really having trouble learning.
I'd say
you should first take a look at the SCJA objectives at Sun's certification site. Print them out, and read them thoroughly.
Then grab an introductory Java book. You need to understand syntax. I like Java for Dummies if you've never taken a programming on Java course in college or university. If you have, then Head First Java (HFJ) is probably your best bet. HFJ is a bit beyond the scope of the exam in some topics, but being more than prepared isn't too bad.
But Java programming and syntax is only a small part of the exam. You can get pretty good coverage of the other topics by picking up my SCJA certification guide. Of course, I'm a tad biased towards my own material. Robert is another good JavaRanch fellow, and he wrote the O'Reilly SCJA certification guide, which is worth looking at as well. Either way, I think you need one of those, if not both, to cover the topics that go beyond basic syntax.
I'd also suggest going through some exam questions. *Shameless plug coming. * I have a book of 350 SCJA based questions. But as well, there is an SCJA simulator by Enthuware that is very challenging and will help you prepare for the exam as well. The are other vendors, although Paul Anil is another good JavaRanch fellow, and he stands behind the Enthuware stuff.
Once you've done that, I'm pretty sure you're ready to pass the exam, especially if you're scoring well on the mocks. And if you do all of that, and that means buying each book I mentioned, and the exam simulator, you'd still have spent less money than one of those courses, and I think you'd be pretty darn ready to write and pass the exam.
Good luck! And keep asking questions.