"On-the-job training was judged the best method of preparing for certification with about 71 percent of respondents ranking it as extremely or very valuable. Practice exams squeaked in just below that — 69.6 percent of U.S. respondents ranked it extremely or very valuable. Self-study books were judged a close third with 68.5 percent of respondents ranking them as extremely or very valuable."

If you have some time on your hands, there is some interesting info in Certification Magazine's 2006 salary survey.