You will have to start with getting the OCPJP, unless you're going straight to the Architect Exam. If you have expertise in stuff like Java SE,
EJB, Web Services,
JSF or JPA,
you should go for the expert exam which will all require you to get the OCPJP first. The OCPJP 6 you can immediately go for, if you want the 7 certificate, you will have to do the associate exam first (OCAJP7).
But I think the OCPJP is the basis for most of the Expert-level certificates and it's a good starting point.