They do recommend that you have a few years of experience but it certainly does not have to be SQL 2005. In fact if I remember correctly they want 2-3 years of 2008 experience not 2005. You can also manage without any experience but it is more difficult. Also please remember that a certification does not replace experience. The skills required are an excellent overview of SQL Server and passing the certification means that you have at least a reasonable knowledge of each (or most) of the subjects. I look at certifications like a 4 year degree. It doesn’t replace experience but it can supplement it.

Personally I think training centers are like anything else. Some are better than others, and you get out of it what you put into it. I will say some people learn better from training centers, and some from books. There are also a large number of free training videos you can find through Pass.