From a guy who got his MCSE about a year ago comes these words of wisdom....
If you don't have a degree or experience, the only job you'll get is in a call center. There's too many paper people that don't know shit which resulted in the MCSE certgetting devalued. I agree with the others who say to go with Cisco's cert(s). If you want to be a tech,I would HIGHLY recommend getting A+ cert,if even you don't,many employers ask for it,so won't hurt.
If I had it to do over,I would get an A+ first to get a tech job. Then work on getting an AS in computer sciences,network engineering or programmming. Find a good company to work for and let them send you to school for the MCSE.
I went with instructor led training. The instructors at my school were very helpful whenever I was stumped. The MS courseware was practically useless for exam prep though. I would definitely stay away from boot camps unless you have real world experience.
I setup a network in my home with all kinds of diferent configurations which allowed me to get plenty of hands on experience which I consider to be imparative for being succesful when you get into the "real" world. This will also give you the skills to deal with the simulation questions that many of the newer exams are using. TCP/IP & Net Essentials each had about 10~12 of these types of questions. If you need 120day evals of NT4 W/S & server, send me a message and I'll see if I can help.
For prep materials, Sybex was great for the server & exchange exams. New Riders has some little paper backs (whole set was $80) that were great for taking to work and reading at breaks/lunch. Also invest in the NT4 resourse kit from MS, this is where a lot of exam questions come from. You may not always agree with what MS says, but it's their cert, so... And of course Transcenders to make sure your ready.
Good luck with whatever path you choose.
Bruce