Well, you have have an option of two types of books:

1.
Those books that will help you pass the exam. These books are short and to the point, with sparse examples, good sample tests, and excellent test taking pointers (ExamCram2 - about $20 - $30 each)
2.
Those books that in addition to help you pass the exam, will prove to be of value as reference books in the future. These books tend to be long, and very detailed. My experience is that they do not offer the best practice tests and are like those books you would use in a classroom.(Microsoft Press about $40+ each)

There are also good resources in the web (brain dumps, test questions, etc.). So, if you are planning on taking the tests here is the winning strategy:
1. Read the short book, from front to back. Do the practice tests and review them, do the exercises that intrigue you and make them work.
2. Get the sample tests from the web (brain dumps, http://www.trandumper.net/ - awesome tool! , http://www.mcsebraindumps.com/) Dril, dril and when you no longer consider any of the questions a surprise, then you are ready.


If you are serious about the trade:

1. Get both books for each exam. In addition get a couple of books for the VS.NET and best practices (Balena has a good one just out! ). Read the book about VS.NET
2. Dedicate yourself to reading both books (short and long)
3. Practice the tests and complete all labs from the book
4. Get a 'learning project,' and put your knowledge to the test in a pratical situation.
5. Take the tests