Hey are you a MSDN subscriber? If you answered 'No' and you would love to get started on Visual Studio 2005 Team Suite and SQL Server 2005. You can get a 180 days full version evaluation delivered to your home/office by ordering it. Simply go to https://www.tryvs2005.com/profile.aspx? and follow instructions. In the end you will have to use a form of credit card to pay approximately $3.50 for shipping and handling. It would take approximately 2-4 weeks for the DVD to ship.
Being a MCSD certified engineer is great but now you are eventually going to have upgrade yourself with the following new certifications:
Microsoft Certified Technology Specialist (MCTS) and Microsoft Certified IT Professional (MCITP)
http://www.microsoft.com/learning/mcp/mcitp/default.asp
Microsoft Certified Technology Specialist (MCTS) and Microsoft Certified Professional Developer (MCPD)
http://www.microsoft.com/learning/mcp/mcpd/default.asp
And probably the toughest of them all:
Microsoft Certified Architect Program (MCA)
http://www.microsoft.com/architecture/default.aspx?pid=share.certification&abver=FEEB2E89-4412-4C58-A7F8-9B2CA0E0BDAC
The worst part is C# 3.0 is going to follow; however, when? I will not be able to tell you... Hey then what about the new Windows version and its XAML language? In my opinion these exams are in their early stages and they will be a lot easier than when Microsoft gets feedback from people like you and myself ACING those exams.
Therein my advice would be "the sooner you take them the better off you'd be..."