1. Head First EJB: Passing the Sun Certified Business Component Developer Exam, by Kathy Sierra and Bert Bates. The one book I think you need to study for this certification. Contains a mock exam that is more difficult than the actual exam (primarily because the actual exam doesn't have the dreaded "choose all that apply" questions).
2. Free (with a quick mandatory registration) mock exam at http://www.ejbcertificate.com/. This is a superior mock exam site (they also have sites for the SCJP and SCWCD) which goes to show that, like javaranch itself, sometimes the best things in life _are_ free. After completing Head First EJB, I believe the "learning by testing" strategy at this site is very effective. I suggest studying each section first and then going back and studying any faults. Continue studying the faults until there aren't any more. Then take the difficult exam (20 of the most often missed questions). Then take the final exam. I scored 88% on the final mock exam and 87% on the actual exam.
3. Valentin Crettaz's SCBCD_Links.html and especially his amazing cheatsheets.html. The cheatsheets are the best study guide I've seen for the SBCBD, and again they (like javaranch and www.ejbcertificate.com) are free.
So, my sincere thanks to Kathy and Bert, the www.ejbcertificate.com people, and Valentin Crettaz, who together made studying for the exam a very positive experience.
FWIW, my lowest scoring sections were:
Exceptions (60%) [should have studied Valentin's cheat sheet on exceptions some more] Client View of a Session Bean (66%) Component Contract for Container-Managed Persistence (CMP) (66%)
The minimum passing score when I took the test was 64%.