I don't think certification proves anything at all. I know people who have written books on SQL Server, are MVPs, and don't have a single certification. My certs are old, but I was amazed at the things that were NOT covered.

if you're doing it to get exposure to the different facets of SQL Server, then I'm still not convinced. Lots of money for nothing. Read some good blogs, answer questions, break things on purpose and fix them... (So you know what those broken things look like and how they mis/behave.)