The SCJP certification isn't going to get you a job by itself, but it
certainly can't hurt.  It lets people know that you're relatively
competent at the mechanics of the Java language, in any case.

As far as what else to do, there are a few things:

1. Certification-wise, the SCJD is perhaps more useful to demonstrate
your software development skills.  You may have to explain the
significance of these certs during an interview, though.

2. Get some experience.  This could include open-source and volunteer
work if needed.