Originally posted by John Paverd:
I recommend Sun Certified Programmer & Developer for Java 2 Study Guide (Exam 310-035 & 310-027)
by Kathy Sierra and Bert Bates, which was specifically written for the 1.4 exam.
Khalid Mughal's book is also good. The book was written for the 1.2 exam. See his web site for more information about the book and the 1.4 exam.