Yes, there is way too much redundancy in technical certification; especially when you you are dealing with an MS route. I find that the redundancy does promote a solid learning experience though, as there are always holes in your knowledge after the module.
Yes, it is very expensive to go through a training course. I spent $12,000 on tuiton and $1,000 on books when I went through a targetted MCSE 2k program. Well worth it, but expensive as hell. :)
FYI - We used the Sybex books exclusively for our MS and Cisco modules. I've tried to read the respective "press" books from Cisco and MS, but I found that Sybex tends to publish authors who have a knack for keeping you in tune with the material. We dove into Linux distros a little; we used O'Reilley crap.