I did my MCSE 2003 in a 14-day bootcamp.
Was it just memorising exam questions/answers? Nope
Was it like a normal Microsoft training course? Nope
Was it hard work? Hell yes
Was it worth it? Certainly was to me, of about 12 ppl on the course though only 2 of us passed all the exams.
People that think of bootcamps as some sort of place you go to get braindumps and cheat your way to a qualifications really need to try one.
Of my 14 days I worked 18-20 hours each day the first week and around 16 hours a day average the second week. It's exhausting but at the same time I found it suprisingly easy to maintain concentration (I usually fall asleep after a couple of hours on a standard 5-day MS course as it moves at such a slow pace as it's geared towards a wide-range of experience).
Make no mistake unless you have a a few years real-world experience or spend months getting up to speed beforehand (in which case what's the point of a bootcamp) then you almost certianly fail at a bootcamp.
As an example, if you don't understand something first time around you can usually get the instructor to cover it again, if it still doesn't click though you'll have to take it off-line or study up on it yourself, there's just not time to keep going over stuff only one or two people at the bootcamp don't understand. Classroom time for me was 8am until 9pm with an hour for lunch and 30mins afternoon break. Outside of that we were given several chapters of books to read overnight or practice exams etc to take (Self-Test or Transcenders, not braindumps

).
I don't want to make it sound overly intimidating but a bootcamp really isn't an easy option. I'd had years of experience and several NT4/2000 exams before I did mine and still found it tough. The guys on the course with less experience just got overwhelmed early on and once you fail an exam you never really recover (i.e. do you spend time going back over old stuff and resit or do you forget the failed exam and move on with the rest of the class).
I did a 7-day Exchange bootcamp later and that was much more relaxed (just 2 exams, I sat the 2nd a day early and left after 6 days anyhow which was common practice). So if you're still a bit unsure if you can keep up with a 14-day MCSE camp maybe try a short MCSA camp.
The only reason I did a bootcamp though was I found it hard to self-study and motivate myself so after dragging things on for months I did the bootcamp and haven't regretted it since.