Microsoft Certification

Hello folks,

I have a few questions for the Microsoft Certified people in this forum.  I have been in the IT field for about 10 years and have done fine without any certifications up until this time.  I would like to get an MCSA and or a MCSE.  

I know there are a lot of training companies out there that offer weekend or 5 day training programs but these are expensive.  When I look at the Microsoft training website I see "Self Paced Training Kits" such as the link below:

http://www.microsoft.com/learning/en/us/Book.aspx?ID=13911&locale=en-us#tab1

My question is this:  Do they offer these for every test that Microsoft offers?  I am perfectly capable of setting up my own testing lab in my office and could study and take practice tests on my own.  I also have a colleague that is interested in doing this with me.  Are there some certificates that you MUST attend a classroom to complete?  I know that classrooms are usually better teachers but in my case I cant just take off for the day and go to class to learn something that I could probably learn on my own.

Is it naive of me to think I could get either of these certifications without classroom time?  Is it even possible?  I'm trying to understand the "flow" of the learning and testing process that Microsoft uses.  

I am always getting junk mail from Global Knowledge and those people want thousands of dollars for week long classes to prepare you for one test.  I cant afford this and I definitely can't take off for a week to another town.

Some real world guidance here would be much appreciated.  I also have no idea what zone to put this question in.

Thanks.

vne