Take a course at a local college or university
I attended courses at California Baptist College in Riverside, California. The classes we received were a mixture of liberal arts courses and Microsoft Courses being taught by Infotec Commercial Systems instructors. The quality of instruction was excellent and those completing the program will graduate with a B.S. in Information Systems and an MCSE as they finish their certification tests. Many of my classmates had some college credits and were able to use those to come into the program with about 60 credits(Junior level). The course consists of 16 classes that are broken up into four semesters. We attend classes two nights a week for five hours per evening. The total program takes about 16 months to complete. This has been a great opportunity for me and has enabled me to train for a new career without having to miss work. If you are within commuting distance of Riverside, I would highly recommend you look into this opportunity. One of my classmates commuted about 100 miles, one way, to attend.
Take the Microsoft Course at an ATEC center
If you have the time and financial resources to take the course at an ATEC center this is a great way to go. The courses are taught by Microsoft Certified Trainers and so the level of instruction should be consistently good. A possible disadvantage to these courses is they are compressed into a few days and so the learning curve can be pretty steep. If you go this route you may want to find out what the passing rate of students from the center is. Also, find out what arrangements are made for students to either retake classes or have study help, sometimes called mentoring, in the event of a failed test.
Self-Study materials
Both Microsoft and Microsoft Approved Companies offer a variety of self-study materials. These are available in book form, interactive CD-ROMs, simulated test programs and videos. When you see an advertisement for the latest and greatest test passing tool, just remember that there is no real way to cheat the system. You are going to need to have a pretty good grasp of the subject matter or you will fail. I have included in the Hot List, links to the materials that I have used and recommend. A quick word about video tape courses: Not all these courses are designed to help you pass the tests but may be for general information on a particular Microsoft product. If you get ready to buy any videos, confirm with the supplier what you're using the videos for and clarify their return policy it you find they aren't what you need.
Transcender tests are an excellent investment and I would heartily recommend them to anyone wanting Roadmap-like questions to study. These also contain good explanations of why answers are correct or incorrect and references to books where the information is drawn from. A link is included to the Transcender Corporation.