What's the best way to earn a MCSE certification?

I would never recommend taking the course, since they DO cost insane amounts of money. The certifications just aren't worth it these days. 1999? Sure. In fact, you'll probably have to pay at least $400-500 in test fees just to take the exams, even if you self study. I would say that the certification is not even worth that much, unless you're trying to get a specific position that requires it. In any event, I definitely agree with blue_beetle. If you really really want the cert, go with self-study.

Are you a member of the http://www.acm.org? If not, why not? At under $100 a year you'll get access to a ton of online ebooks (they just added Safari access) as well as online training courses. The Sun Learning Center is also a part of it and includes a multitude of MCSE courses.

I did mine on a bet in '97, and then it wasn't worth much then. I did all self-study, which wasn't too bad, and my company at the time had a relationship with MS so I had free vouchers to do the exams. If I'd had to pay for the material or exams, I wouldn't have done it, and there have only been a few times in the subsequent years that anything I learnt from them was useful. If your employer will pay for it, go for a course. Otherwise it's really not worth it as you're going to spend your time doing rote-learning. In answer to your question about what material, I found the Microsoft Press books to be relevant and well written. I also found the Cramsession/TestKing cheatsheets and Transcender tests to be very helpful, as they give you a good idea as to how the questions are asked and what you should be focussing on. I've checked with a friend who recently did his MCSD, and he agreed that the MS Press books were the most useful.

Practice exams for dozens of IT certifications -- including MCSE -- can be found http://www.mcmcse.com/forums/exams/.

I got my MCSE 2003 almost a year ago, and, for me, self-study wasn't enough. The MS Press books are great, but there's just something about hands-on training from an experienced instructor that really cements things in my head. I went through http://www.trainingcamp.com/'s 14-day http://www.trainingcamp.com/us/training/msft/mcse2003.asp certification. It's studying and practicing for about 16 hours a day, but it was the only way I would be able to do it. Too many distractions otherwise. Yes, it is expensive. Total cost for everything was about $6000 (airfare, meals, books, hotel). Luckily, when I was being considered for my current job, I had the foresight to stipulate that this be my "signing bonus." Out of the entire class of about 15 people, I was the only one that passed all seven exams. This is because (I believe) that the 2003 series is MUCH more difficult than previous exams, and you really need to know your stuff. We had an instructor that helped design the exams, which helped a lot, and let us know what parts of the material were most important. I probably wouldn't have passed if not for expert guidance.