You will find excellent guides to the MCSD certification process at www.cramsession.com, including recommendations for study guides, practice tests, and access to highly-qualified instructors and certified developers.
As to whether or not you should pursue this certification, MCSDs are still
pretty scarce and there is a strong demand for Microsoft programmers, so
if you can afford the time, money, and effort it will take to obtain this
credential, it will probably turn out to be a worthwhile investment.
Good luck in pursuing this certification program.
This was first published in September 2001