Alex Netkachov has written up some of his experience with the Zend Certification Exam in a recent post to his blog:
Zend Certification is an important step for a PHP developer. It is a very good chance to evaluate your skills, show your experience to your co-workers and potential customers.
He points out Zend's resource for all things ZCE, using the ZCE Yellow Pages to find others in your area and the process he went through to prepare for and take the exam. Oh, and in case you're wondering - yes, he passed.