Hi Wanmatke,
You'd find a lot of people on this site would recommend the MS press books. I personally prefer the MS press books as they are set in structure with the MCSE exams plus there is plenty of hands on to practice on in a lab setup environment.
I'd recommend you also get a powerful PC i.e. with a 2 gig of ram and install vmware for practice on the labs and test of different OSes like Srv 2003 etc.
I would also recommend you get the transcender practice test as well, but don't start using these till you get thru the MS press training kit books. I don't work for MS either just find they are a better book when it comes to preparing for the MS exams.
The bottom line is still what knowledge base you get at the end of it all as experience counts the most. I was once asked in an interview by the IT manager what tool I'd use to administer or create user accounts in active directory 2003.
Best wishes as I hope this info helps.