Sheesh, I took them so long ago (NT4) that I have trouble remembering and I am sure that some things have changed but I would shy away from the A+ cert. I never took it and when you get MSCE anyway it is implicitly implied that you have an understanding of the hardware
Not sure if this will help yahs but I'll tell you my certs then recant how I obtained them:
Certifications:
MCP + Internet
MCSE
CCA - Citrix Certified Admin
CCNA - Cisco Certified Network Associate
I started off with a program at a local college that was for the MCSE, six classes I think and Networking Essentials was the first. Once I had a grasp of the basics of topologies, protocols, media, etc. I ditched the rest of the classes and did the rest on my own, taking it one exam at a time. Let me also recommend that at the VERY least you partition a drive and install server, exchange, etc. so you have something to get some hands on experience with, though it's much better if you set up a simple network to use
The best way for me to study was in this order:
1. Read the associated book and work through it.
2. Install the OS and break it and then fix it.
3. Go through the exam crams and find your weak areas then target them.
4. Get the exam sim progs and use them as in #3.
I did the above and passed all the exams first try (toot! toot! )
After getting the MCSE I went for the Citrix although I am not sure how relevant it is today with Terminal Server now bundled in the MS Server OS's but it was not a hard exam to pass after all the MS ones. Then I went for the Cisco one, the CCNA. A lot of studying for that one but it wasn't too bad either and by then I had a job with an integrator so had other techs to bounce stuff off of.
The MCSE wasn't a golden ticket to the top but it did allow me to get my foot in the door and get started on my I.T. career, there really is no substitue for real world experience but if you are patient and bide your time the right opportunity will come along.
Hope this helps some for you guys
/JD