This question seems to be asked just about every day (and rightly so).
I'm going to simply refer you to one or two of the previous posts.
Numero uno Well, actually that's about it -- the rest of them just say more-or-less the same thing: HFEJB, the Specs, the O'Reilly book, the Honsel-Obenstifen book (kidding). Well read the post. I'm sure others will inevitably throw in their 2 cents here, so you'll get plenty of advice.
Oh, don't forget the resource links at the top of the SCBCD forum.
Nathaniel Stodard<br />SCJP, SCJD, SCWCD, SCBCD, SCDJWS, ICAD, ICSD, ICED