All in one vs. one book for each cert

Anyone think an All-in-one book is the better way to go than purchasing a book for each cert? I need books that offer deatiled information and many practise questions. I want to start on my MCSA then move to MCSE 2003 track. Thanks, for your responses.
Comments
Current: A+, N+, CST, CNST, MCSA 2003
WIP: MCSE 2003