In a new article from php|architect Joel Clermont shares a few henlpful hints on what he did to help prepare for the Zend Framework Certification Exam.

Well, the only two official resources are a downloadable study guide and an instructor-led course. The study guide lists all the main areas of the framework that will be tested and offers a high level explanation of how they work. [...] I don't have any personal experience with the course, so I can't offer any specific comments on it. I have taken other courses from Zend, however, and the quality of those have been quite good.

He also points out this presentation from Rob Allen as another source. His recommendation, though, is that you read as much as possible from the Zend Framework's manual, but leaving out points on Zend_Tool and Zend_Application (they didint seem to make it into the test). He passed on the first try, so hopefully this advice, somewhat proven now, can help you down the right path.