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Listed below are some resources I've found useful for learning Java and helping prepare for the certification exam.

I've read each of the books and recommend them highly.

Note: In the interest of full disclosure, I receive a commission for some of the following items when purchased from the links below.

 books  mock exams  online resources
Java 2 Exam Cram by Bill Brogden
cover This is my favorite exam preparation book. Not too long with useless lists of classes and methods to fill up space. Really the only negative thing I can say about this book is that you need to be fairly familar with Java before using it. It is not an introduction to Java; other books cover that (like the next book) but it's great for preparing for the exam. Purchase: Amazon...

Learning Java by Patrick Niemeyer and Jonathan B. Knudsen
cover In general you can't go wrong with O'Reilly books. While this one isn't as strong as some of their others, I still recommend it. Unlike other beginner Java books, it doesn't start with Swing and GUI programming. It starts with the basics of the language and builds on them. Introduction books should start with enough to build HelloWorld and then cover object-oriented programming. That's exactly what this book does. Purchase: Amazon...
mock exams
There are many, many mock exam sites out there. I've not tried a lot of them so I will list reviews of mock exams I have tried and links to the others.

Marcus Green's Mock Exams
These are very solid exams that are close to the real thing and have been "debugged" & tested by many people. Highly recommended. exam: one... two... three...

Bill Brogden's Mock Exams
This is the first online mock exam I took. Although I didn't find it until after I had taken the exam. The first link to the general questions is quite good. I haven't really looked much at the harder set of questions but expect they're high quality since they were selected from real users. Highly recommended. exam: general... hard...

online resources
There are some great resources avaliable online to help you prepare for the exam. Here are a few.

JavaRanch is without doubt the largets online resource for Java certification. The lively discussion boards are where most folks spend their time at the site. Highly recommended. site: web... discussion...

Marcus Green's Site
Probably second in quality to JavaRanch is Marcus's site. Marcus also has a discussion board were you can ask questions. Highly recommended. site: web... discussion...

Sun's Site (of course)
Information about the exam, cost, objectives, etc. Recommended. site: web...

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