I have been pursuing the MCSD for the last 9 months or so which covers most of what you are talking about.
VB6 (or .NET is now available) and SQL 2000 are my electives as they seem the most 'in demand'.
I have done the MOC courses for
VB (desktop & distributed applications) and SQL (administration & programming) but they are not enough to get you through the exams. They cover only between 40-50% of what you really need to know, the remainder will only really come form 'hands-on' experience.
They vary in price, the UK is expensive, I actually found it cheaper for me to go to Singapore for 2 weeks at a time and do the courses cheaper than I could do them in UK!.
You can buy the MS Press books that cover the courseware in good book-shops and on the 'net' and do it in your spare time, but I found that did not work for me.
What I have found though is a great site to purchase very good training videos on CD-ROM from.
http//:
www.cbtnuggets.com
The SQL courses are not due out until July/August but the
VB one's are great! They are at good prices too, go for the
VB combo pack as it is great value and you will not be disappointed.
They also have a seperate web-site with 'Challenges' on so you can test yourself and download the solutions to check against. Very good videos, good tests to check yourself out against, and good support. I can really recommend a good look.
Good exam-pack preparation guides on CD with 'trial' exams are available from a number of sources, I use Transcender.
Good luck, the exams are not easy!! That is why they are worth having so far as potential employers are concerned!