MCSE Training Kit: Windows 2000 Professional
Microsoft Press

MCSE Training Kit: Windows 2000 Server
Microsoft Press

MCSE Training Kit: Windows 2000 Active Directory Services
Microsoft Press

MCSE Core Requirements : Includes 4 Books and 8 Cdroms (2nd Ed)
by Lisa Donald, James Chellis

This set of 4 Sybex MCSE study guide books with accompanying CDs is a must for the serious MCSE student. Saves serious money over buying the same four books individually, and follows the normally taken MCSE path.

MCSE : The Core Exams in a Nutshell (Second Edition)
by Michael G. Moncur

One of the incredible O'Reilly and Associates books. Takes MCSE education in a no-nonsense fashion, combining the core exams in one book, using a concise approach. This book and the companion volume also have an impressive "highlighter's guide" at the end of each module. Highly recommended. I still use it often.

MCSE : The Electives in a Nutshell
by Michael G. Moncur

The companion book that goes with the above O'Reilly book on the core exams. For most users, this book will be best supplemented with one of the Sybex Test Success or Exam Notes books, but these books are what I turned to first, and last.

MCSE: Exchange Server 5.5 Study Guide
by James Chellis (Contributor),
Richard L. Easlick

Universally acclaimed in Amazon's reviews, this guide to the Exchange Server elective is part of the popular Sybex series.

MCSE Core Four Exam Cram Audio Review

Here's an interesting one! An Audio review of Exam Cram's Core Four Review! Excellent Idea!

Microsoft Windows NT Server 4.0 Enterprise Technologies Training Kit

Referenced above, this book comes with a companion CD that includes NT Server (120-day limited use, fully-functioning version). Amazon sells it usually for $20 off its normal price.