It's been a long time since I have looked at certifications.  The last tests I took were for my VB6 based MCSD and SQL 2000.  Recently, a customer asked me for advice about getting the MCPD certification.  Since it's been a while, I surfed around a bit and found the following links that might be helpful:

Microsoft Certified Professional Developer (MCPD)

Prepare for an Exam

I've been told by one of my teammates, specifically for the MCPD: Web Developer certification, that MCPD Self-Paced Training Kit (Exams 70-536, 70-528, 70-547): Microsoft .NET Framework Web Developer Core Requirements  is pretty good.

-Marc