I have. In March of 2002 took VB176(DeskTop - the toughest of the bunch), then VB175(Distributed - suprisingly easy, but probably only because 176 scared me so much), then VB100(Solutions Architecture - different, but not exceedingly difficult). Finally, in November of 2002 I took SQL229, Designing and Implementing Databases in SQL Server 2000, which was tough but much more 'useful' than the others.
I used experience, Exam Crams(good), MCSD in a Nutshell (excellent for Desktop) and the indespensible Transcenders.
I'm really glad I did it, and I decided to do it shortly after Microsoft announced that all the premium certs (not the MCP designation) are now good for life. I'm weighing whether or not to take the MCDBA, as I'd only need the 70-215(Windows 2000 Server) and the 70-228(Administering SQL Server 2K) - but I need to hurry, as the VB6 exams will be retired in June of 2004, so they will no longer count toward any other Certs.
Why do you ask?