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Getting your MCSE is a great choice!
It forces you to study the complete range of networking, and even if you never use some of the stuff you learn, it comes in handy when you're tracking down weird problems in real life.
I'm not a exclusively a sys admin, but having a Microsoft certification pretty much got me my programming job.
One thing I noticed in the tests is that Microsoft really focuses on exceptions to rules, not just rules themselves. Pay attention to any "gotchas."
Believe it or not, I got mine using the "...For Dummies" book series.
If you do a search for "braindump" you can find some good forums where people who have just taken the tests post everything they remember about it.
In some cases, the tests were practically word-for-word.
It gives you more of an idea of what you need to look up, at any rate.
Good luck!
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