I've read the K&B-book SCJP 6, did all the Self Tests (this took a while, 1 month I think).
After this I used the MasterExam cd and did most of the questions (120-130, 'Open book'-modus, so I could return to the book or the online Java API alongside) for 2 days.
I made 108 useless little java programs along this whole course
I was not really feeling very confident for the exam, I felt I had needed a bit more preparation. My knowledge was good, but I didn't always see through the sneakiness of most of the questions.
I marked a lot of questions (-+ 15 of the 60) for review at the end, and this was a good idea since I'm sure I corrected at least 4 of them.