Aaron:

One of the major problems with certs in general is that the skills required to pass the cert are often a tiny subset of the skills required to actually do the job. Studying for cert exams, therefore, gives you only one benefit: you'll pass the cert exam. Learning the skills to do the job will both help you pass the exam and give you the job skills.

I would start with a book and some virtual labs, as you mentioned. But beyond that there is no better way to learn than experience. You don't have a DW there? Don't let that stop you... Build a small test one from your company's data, during your downtime. Building a warehouse will give you tremendous insights into your company's data and business. Who knows, maybe they'll even adopt it! If not, at least you will have gone through the motions and you'll have a much better grasp on BI than people who only read the books and did the labs.