Bill Brogdens Exam Cram, the best bang for you buck. Read the reviews at amazon, Find the errata at http://www.lanw.com/books/errata/default.htm
I am very biased when it comes to Bills books. He was good enough to mention my site in his books and he makes regular contributions to newsgroups and discussion forums. His Exam Cram book is about half the price of most other certification books, it is small so you can carry it with you easily and he has an excellent web site with a mock exam applet. Buy it now, go on click that link!.
Brogden: Java2 Exam Prep
The Exam Prep book was written at the same time and is a much larger book that includes a CD which contains a mock exam It covers topics that are not on the Exam but you will need to know those subjects in the real-world of programming. Unlike some of the other Certification books he doesn't pad it out by re-printing the language API and he includes excercises and a CD containing an exam simulator and the source in the book.
Mughal and Rolf Rasmussen A Programmer's Guide to Java Certification No CD, but an excellent book with plenty of example questions and exercises. Addison Wesley have a web site for the book
Considered by some to be "The Bible" on Java certificaiton..You can get the errata at http://www.sybex.com/cgi-bin/rd_err_temp.pl?2463err.html Covers the Developers exam and pads out with a re-print of the API but still full of good stuff.
Buy from Amazon.com
Buy from Amazon.co.uk
It was an earlier version of this that got me through the Java 1.1 Certification. Plenty of exercises. Updates and errata are available. Amazon reviewers comment on the numbers of errors.