While trying to obtain my MCTS and then soon after that my MCPD, I have found a good combination of training methods that I previously wrote about here.  First, I have a background in Java (not an expert, but I know the syntax and actually received a minor in my undergraduate studies in Computer Science).  I also know some html, css, javascript, and php.  So while I am not proficient at any of these, the fact that I can get by and know about them puts me ahead of someone starting from scratch

If anyone is in my position, I think this information may help you.  First, before you sign up for any classes, make sure you are familiar with whichever language you choose to focus on (I am choosing C# due to the close relationship of syntax with Java).  I have received two books to teach myself what I need to know before I go to any class or do any practice tests.  These two books are: MCTS Self-Paced Training Kit (Exam 70-536) Microsoft .NET Framework 2.0 Application Development Foundation and Programming Microsoft ASP.NET 3.5.  The second edition for the Self-Paced Training Kit you can pre-order, but I am not able to wait for it to be released.  Start off with the Training Kit book, and then move on to the ASP.NET book because of the way they are structured and the indepthness of the first one.

To go along with these books, I would suggest purchasing a membership for at least a year to the site LearnVisualStudio.Net.  It has been highly recommended by some .NET Developers that I know and it looks to have a very large amount of tutorials already made, as well as ongoing videos.

After I get a good grasp of the material from these 3 sources, I am going to take a practice test to see how I fare for the 2 exams for the MCTS.  If I feel the need, I will take a class for each exam (I believe they are 2 or 3 days long) and give feedback to those that are interested.  If you have any further websites or learning sources, feel free to post them in the comments.