I did it in this order:
70-431 SQL Server 2005 (counts for both MCSA and MCSE)
It took me almost two years. I am a Network Administrator and run a busy network. I get up at 5 am every day and go to Duncan Donuts before work to study. Then I actually work with the stuff in my normal work.
I took most of a year on MS SQL Server 2005. I was starting from scratch so everything was new on that. I actually ended up liking the product. I am a Perl programmer so earlier in my career I would have queried SQL with Perl. Now I know some Transact-SQL!
I used a variety of sources besides personal experience. I used all the O'Reilly MCSA/MCSE books. I used the MS Hands on Training for the 70-431 (5 star book) as well as took a course at our regional BOCES center. I also used videos from www.vtc.com.
I am pursuing CTT+ next. Also want to upgrade to Server 2008. Also I am doing some more Novell Linux certs and VMware certs.
My network is actually mostly Novell Netware/Linux with Windows servers sprinkled in. About 1000 nodes and 18 or so servers.
All my studies have had an effect on my job. I ended up solving a couple of AD issues all because of what I was studying. I now go right to things in the various utlities instead of hunting around. Its all in my head!!!!!