K&B book is essential. They helped create the real exam.
Mughal gives more complete coverage, not needed for the SCJP exam but needed for working with Java.
SCJP has very tricky questions, start practicing with K&B mocks in book and on disk. Consider Sun's $75 mock exam set.
Lots of free mock exams and other good advice are here:
http://www.javaranch.com/certfaq.jsp