you need to pick a direction and stick to it. If you're gonna go the SysAdmin/Analyst role of the MCSE, I would definitely combine with with some kind of Linux certification. Since in many corporations today the two are living next to eachother and a key person is someone who can seamlessly integrate and support the two.
if you go the networking route, go the whole way and do router, switch, firewall etc certification and then either stay that way or swing into a security role (with emphasis on networking)
It comes down more to what you enjoy rather than salary in my mind. And try Self-Study guides, I know of people who heading up network dept for large corporations who got everything via self-study and experience. Granted it requires oober amounts of self-control, but its far easier on the budget.
+1
You also gain a deeper understanding when you're tackling the stuff by yourself.