That's a good point, John. Unfortunately, when I was studying for my cert, I didn't know of any local users groups. They don't advertise very well in my area. And when I searched the local papers for one, I never could find one.
One thing I did forget to mention, though, was that I did participate in SQL Server forums and subscribe to a lot of e-newsletters during this time. At first I just lurked. Finally, when I thought I had learned something, I started posting both questions and answers to others' questions.
I did embarrass myself more than once answering a question wrong (and still do sometimes), but it taught me a lot when people were kind enough to point out my errors and tell me where I could get more information on the subject in question.