Thank you all)
@Alexandr, yes, thanks God i'm working as a software engineer)
I'm not sure if my experience would be useful for you, because i suspect it could be totally different depending on many factors - your location, age, background, previous experience etc.
My input data:
Location - St.Petersburg, Russia (big city with a big number of jobs for a java programmer)
Age at the moment of active job seeking - 32
background - engineer's degree in... metallurgy, not IT
previous documented experience in IT - none
i worked for a big company in audit field on a managerial position
I started my search immediately upon passing my OCPJP exam in the end of April. I hoped that my certificates will somehow "compensate" the lack of my programming experience for the potential employer, but i was wrong. I was spending plenty of time almost every day sending my CV to different companies, applying for jobs, writing messages on thematic forums... but i couldn't get even a single invitation to the interview! That was very frustrating, my certificates couldn't break the wall which name is "at least 1 year of experience in software development". Some people on forums adviced me to add some fake programming experience to my CV in order to get invitations, but i didn't want to start my career in a new field from lie.
In July (!) finally i got to the interview in a big software company, i was interviewed for an intern position. Despite questions were very easy for me (thanks to certification), i didn't receive an order. i don't know why - maybe i showed myself as a bit "overqualified" for this role, or, most likely, i was too old for it (taking into account the age of teamlead - about 25).
So i continued my search. There is another big company, which runs an educational project - "Java School". It offers a free 2 months coursce on Java EE, and students should develop a course project throughout this cource. At the end there is a showcase where you show your project to the company's project managers, and if they like what they see - you get the job! I applied for this "Java School" without any hopes and expectations. But, surprisingly, i received a test job which is a first of three tests! I succesfully submitted this test job and was invited to the second test which was almost the same as Oracle exam, but with only 10 questions)). I passed it and was invited to the final interview which i also passed successfully. Dream became closer! Then there were two months (November and December) of studying and developing my project, showcase in january, 2 more interviews with my future development team and management, and, finally, in February i received a job offer)) That's how i got the job.
Were certificates helpful? As documents - not really, nobody cares about them unless you have experience. But it definately helps to gain knowlege. If you could get to the interview - you'd be a 'Java Core Star') But there is one more thing - there are very few places where Java SE would be enough, you should be comfortable with Java EE and with some of widely spread web frameworks. Or start with some kind of "Java School" where only Java SE is required as i did.
I would like to emphasize once again that your experience could be totally different depending on your input data.
I think there were two many reasons why i didn't get many interviews:
2. Nobody could understand why i want to switch from my well payed managerial job in a big company and start all over again in a different field - i've been asked about it many times and i'm not sure that everybody understood my reasons))
Final thought: at least here in Russia certificates as documents couldn't give you a job, but if you have some experience, certificates are working as some kind of amplifier - now, when i have less than 1 year of experience, i receive new job proposals on my linkedin profile on regular basis.
Best of luck!