I’m a big fan of certifications, and I’m currently pursuing multiple exams.
Such as Microsoft Lync, Citrix Xenapp & CASP for the moment.
Many people say that getting certifications are useless and a waste of money, well I disagree.
First of when you pass an exam an employer knows what to except of you skill wise, and it boost your self esteem when you have passed an exam.
Also it is a good way to keep your skills up to date, since IT is ever-changing, and it is a good way for you to raise your salary.
Of course there is a lot of cheating with dumps in certifications, which of course is the downside of taking IT-certifications. +
A lot of employers can never be certain if you actually studied hard for the exam or just studied a dump, so therefore a lot of people seeking jobs are being placed in the back of the line.
After taking a lot of certifications over the last couple of years, I can tell you it works 
I started my path of certifications with Windows, since I previously worked with mostly windows clients.
After that I began pursuing server exams after I took most of the client exams. After that I move towards networking and started with Comptia and ended up with Cisco.
Now after 3 years I ended up with taking a lot.
Here you can find a copy of those I have taken for Microsoft
https://www.mcpvirtualbusinesscard.com/VBCServer/8ba2ba3a-b7c3-4a0b-9beb-68c48662f723/profile
The purpose of this post is to show you where you can begin with certifications on the different vendors & products.
First of when you want to register for an exam, you have to register on test sites like
Prometric.com
Pearsonvue.com
Here you can register for an exam, choose were you want to take the exam (and of course pay for it )
Some Vendors are only available via Pearsonvue and some via Prometric so take a look at the vendor list.
For instance Citrix is only available via Pearsonvue.
Microsoft
Microsoft has a huge list of certifications available, starting with entry exams and going up to master level.
The certification track is split up to 3 (4 with the entry level exams which are not associated with other exams)
You have the Associate level which is based up the MCTS (Technology Specialist title) and if you want to purse it further you can take (if available) Expert level (MCITP title)
not every product has a certification available for the expert level. And If you want to pursue it further you can continue with the MCM Master title, there are only a few products available
that you can take this exam. This includes Exchange, Lync, SharePoint, SQL server and AD.
If you are uncertain where you want to begin with Microsoft exams I suggest taking a look at the exams available from Microsoft’s site.
http://www.microsoft.com/learning/en/us/certification/view-by-technology.aspx
Most of Microsoft’s exams have a study guide book, which most of them are available Amazon (Just search on amazon with the exam code)
example http://www.amazon.co.uk/gp/product/0735666075/ref=s9_wish_gw_d0_g14_ir03?ie=UTF8&coliid=I2TDCNMRU13DPT&colid=1XNIN8SXHDDTH&pf_rd_m=A3P5ROKL5A1OLE&pf_rd_s=center-2&pf_rd_r=0T42ZFWXW3FEZSB5MG81&pf_rd_t=101&pf_rd_p=467128533&pf_rd_i=468294
Incase there aren’t any books available, take a look at Trainsignal.com or CBTnuggets.com they offer eLearning videos of many of the Microsoft exams.
I would also recommend, taking a dive into the documentation that Microsoft has available on their TechNet site regarding the product you are pursuing an exam in.
For instance, Operations Manager 2012 http://technet.microsoft.com/en-us/library/hh205987.aspx
Also don’t just study the book it will only get you so far, if you have a home lab environment use it, setup virtual machines and test the product! Microsoft offers trials on most of their products which are available for download from their website.
You can also take a look here –> http://borntolearn.mslearn.net/ Microsoft sometimes offers a free exam from time to time.
Once you take an Microsoft it is valid for a lifetime, but again if you have OpsMgr 2007 exam in the year 2030 its not much worth.
Comptia
Comptia was pretty unknown to be before I started in the certification marked, but they offer a wide range of certifications. They say that they have “vendor-neutral” exams (besides the Linux exams) And has some good entry level exams on topics like
storage, network, computer technician, and security +.
You can see the list of certifications available on their website –> http://certification.comptia.org/getCertified/certifications.aspx
Amazon also offers wide range of study books on their exams, I’ve used a couple of books for my exams there.
Trainsignal and CBT also have some learning videos on their exams.
Before you go ahead and start pursuing Comptia, check the “See what the exam covers “ section on each exam so you know what topics are covered.
Note that when you take an Comptia exam, it is valid for 3 years, unless you take another exam which is “above” the other one.
For instance if you take the A+ exam, it is valid for 3 years unless you take the network+ which will renew the exam with another 3 years.
Citrix
Citrix also has a wide range of exams, but… there isn’t much literature available on their products, there are a few books available on Amazon, but they are mostly outdated.
Their exams are also known to be a bit more difficult then Microsoft’s exams, and have a lot of simulation exams.
Much of the literature available is gained trough taking courses via Citrix or by looking at the guide for the particular product on Citrix eDocs website.
http://support.citrix.com/proddocs/topic/infocenter/ic-how-to-use.html
Again, trainsignal and CBTnuggets have loads of learning material on citrix products.
Citrix also has multiple levels of exams, starting with the CCA entry level for a product, like CCA XenApp, then you can build it with the next level which is CCAA XenApp. And the next one is CCEE.
Citrix also offers a load of trials on their software mostly in form of a virtual appliance.
http://www.citrix.com/English/ss/downloads/index.asp
But I suggest you take a look at the exams available at their website.
http://www.citrixtraining.com/courses/certifications/
Cisco
Cisco also offers a huge range of certifications of their different products. And they have 4 levels,
CCENT (Which is the entry level exam) or you can take the CCNA exam (Which is CCENT + another exam in one, it consists of ICND1 + ICND2)
Then you can choose what you want to specialize in, for instance you have Security, Wireless, Voice, Service Provider, then you need to take a new CCNA exam.
Or if you want to pursue Routing and Switching you can just start on the next level which is CCNP.
And last but not least you can upgrade the CCNP to CCIE which is the highest level.
You can view the different exams and tracks here –> http://www.cisco.com/web/learning/le3/learning_career_certifications_and_learning_paths_home.html
In my case when I took the CCNA I joined a study group on their learning website, https://learningnetwork.cisco.com/index.jspa
Also there is no use studying for a Cisco exam unless you have some cisco hardware. First of the CCNA exam consists of a lot basic networking skills, but then it continues into how-to configure switches, routers and such.
You can buy some cheap cisco stuff from EBay or you can download GNS3 (Which is a virtual network simulator) and use some Cisco ios images if you happen to have those available
And again Cisco offers loads of study guides for each exam, for instance CCNP route
http://www.amazon.co.uk/ROUTE-642-902-Official-Certification-Preparation/dp/1587202530/ref=sr_1_2?ie=UTF8&qid=1337338232&sr=8-2
The only thing I find difficult with studying to these exams is having the hardware unless you are working with Cisco at your job.
A lot of jobs today require that you have some kind of certification within a specific product, like this job (is Norwegian)
http://www.finn.no/finn/job/fulltime/object?finnkode=34526334 requires Cisco CCNP, and there are always new certifications available on the horizon.
And its not always easy to keep track, and what you should pursue.
A good rule is to pursue what interests you, if you are interested in Networking take a look at Cisco, Juniper and if you want to add some security to the mix, look at Cisco Security or Checkpoint.
If you want to take a closer look at databases, check for oracle or MSSQL.
I would also recommend that you take a look at Mirek Burnejko’s site http://www.itcertificationmaster.com/
Which is the most complete list of all the IT certifications avaliable I’ve seen on the web, it also includes a lot of news regarding new certifications that are coming.