a lot will depend on how much time and expense you want to go to.
there are a number of home study courses available - lots from your local (decent) bookshop
Uk prices range from ?25 to ?200 depending on course and depth required, Exams I seem to recall is around the ?75 mark. I am sure wherever you are based will have something along the same lines.
These require commitment and self management from yourself, but less financial outlay. The time will be up to you and how much time you wish to devote.
I have come across assisted training - mainly advertised on TV, that provides course material, help if required, and they arrange exams - though not sure on cost. Sorry dont know much about this one - but it is one I will be looking into more shortly.
Other option - attend MS recognised 1 week courses towards your MCPs/MCSE. very costly!
Final option which may be available - Boot Camps
3-4 week intensive course (some include accomodation)with exams during and at end - Some will even guarantee passes at end! Here they are in the region of ?4000 or more. It press and Internet have details
Will be intereested in your decision and how you get on - perhaps support each other!