What are your interests?? SCJD is about developing a desktop application, it will give you real code development practice, other two are same multiple choice exams. SCWCD is basic web application development (Servlets and JSP), SCBCD is about EJBs, probably not a good choice for someone new to web applications...
I would also take under consideration that actual SCWCD is a subject to be replaced by already ended beta:
- CX-311-085 (Java Platform, Enterprise Edition 6 JavaServer Pages and Servlet Developer) and perhaps,
- CX-311-093 (Java Platform, Enterprise Edition 6 JavaServer Faces Developer).
I am currently working under OCMJD and I must say that I love it! It's so much fun to develop an application in contrary to just learning and learning and.... yea - learning :-)
Well, to be precise what I ment by "replaced" is that the new version of certificates related to Servlets, JSP and JSF which are part of JEE 6 will be introduced.
I think it is not said that the OCPWCD will vanish, but it will rather be like with OCPJP right now. You can pass the exam for Java 6 and you still can pass it for Java 5, but who likes to learn old-stuff anyway?
As far as I know there are only two certificates which are related to developing a projects. These are OCMJD and OCMEA. The first is oriented to standard Java API (no Servlets, JSP, JSF, etc.). The second one is oriented on design and architecture of enterprise applications which is far, far more wider subject than plain web development.
I would suggest you to study for Web Component Developer exam and then move on to EJB and JPA. You will appreciate the fitment, purpose, and benefits of EJB/JPA better after you understand how JSP/Servlet work and where they fit.
Of course, studying now doesn't mean you have to take the old scwcd exam right away. Basics of the new version are still the same, which you anyway have to understand. Once the new exam is out, you can study the new topics (they are not that hard once you know the basics, which again, are same), and take the new exam