Although the exams don't really overlap, EJB are normally used by servlets, rather than thick clients. Having a good understand of the web container (SCWCD) may help you understand some of the SCBCD exam concepts.
After SCWCD and SCBCD you could think about SCDJWS to expand your knowledge on a topic touched upon in the SCBCD exam.
For me, the logical order is SCJP, SCJD, SCWCD, SCBCD, SCDJWS, SCEA. You could miss out SCJD if you have some general design experience though.