Depends on the cert. Cisco certs are still worth quite a bit, and Linux certs are becoming more valuable. A+ is fairly worthless. MCSE isn't what it used to be. By that I mean you used to be able to write your own check with one. These days, having an MCSE is a ticky-mark on resume - it might put you over the top if you're evenly matched with another similarly skilled person that *doesn't* have one, but it's not going to wow anyone. I've hired people with and without them. The bottom line is experience is what people look for... Certifications are gravy - proof that someone isn't totally BSing their way through an interview. (Admittedly, some job postings require an MCSE as a prereq just to apply, so keep that in mind).
As for how to get a cert - that really depends on how you learn. If you're not good as a self-paced learner, take a class. Many classes are oriented at passing the test more than pure eductaion. These are usually a good idea if you can afford it, as your score on MCSE exams aren't a reflection of *correct* answers but rather the "Microsft answer" (often there are several potentially correct answers to a question and you have to choose the one that M$ preaches).
Good luck.
