This is a very common question in SQL Forums hence i thought to blog my view.
If you are a college passed out or a newbie in IT field, then I would suggest you to go for SQL Server MCTS (70-431) and MCITP DBA (70-443 and 70-444) certifications. Do not clear the certification for the sake of it. Learn the techniques and best practices mentioned in the syllabus. You must also go through the Virtual Courses available in Microsoft site. One great thing about Microsoft is , there are fantastic resource available in internet which comes free of cost. You just need to have MSN Live ID and login with that ID and refer the resource. Also must not forget download all the SQL OnDemand webcasts available in Microsoft site. Mind you, Webcast comes right from very experience folks who have been working for decades in this technology and also from the product teams who developed that products. Basically, reading , listening to experience people (webcast) and learn new technology will certainly give you a good launch in SQL Server. Always try to start with new product versions available (like at this point of time we have 2005 and 2008 CTP) in the market to be a leader rather than a follower.
For those who are already into IT field and wants to switch to DBA career can also more or less follow the same steps I have mentioned earlier. Key point in DBA for that matter any field, is Documentation. Try to document day to day activities and be process oriented. DBA is very risky at the same time secure job. Contradictory statements right?. Risky because you are working on production and data is nothing less than god for a DBA or you can say Data is your job. If anything goes wrong, it will may cost your job also. Secure, because the technology in Database generally not changes drastically. Consider one is working in VB 6 and one fine day he has been told to work in .Net 2.0. He will surely have tough time. But for a DBA to jump from SQL Server 2000 to 2005 or 2008 may be a smooth drive compared to other technologies.
SQL Server 2008 Virtual Lab
SQL Server 2005 Virtual Lab
SQL Server 2000 Virtual Lab
Microsoft ondemand Webcasts
Information about all the certification available SQL Server 2005