I had the same question and read this thread and started with Head First. Have read 5 chapters but then I started to search for new resources and found Core Servlets and JavaServer Pages (JSP) from http://pdf.coreservlets.com/ and I think this book is much better in many ways.
- First of all it is not objected to an exam.
- Includes much more example with codes.
- There is many ways to implement a web application in Java. You can use just Servlets, just JSPs or combinations with/without beans etc. This book explains advantages and disadvantages of each very well.
- Explains MVC from scratch much better. (chapter 15)
- And it is free.
Update after almost seven years: I highly recommend to take a look at Spark Framework.