Really depends on what you like to do.
I've seen a lot more demand over the past couple of years of OLAP expertise.
Data warehousing is big business, analysts like to be able to examine their data in a myraid of ways.
I'm a .Net MCSD, and a SQL Server DBA. I work for a company that writes software for the healthcare industry.
We are Microsoft based but I wrote Java apps for a consulting company for a few years as well.
Linux is cool and all but not if you actually want to make a lot of money.
In Boston anyway no 'real" businesses run anything on Linux except maybe a few servers ina back room somewhere.
DIstributed applications on the J2EE platform or the .Net CRL platform are the 2 main players.
You need to decide on whether you like to do Database work, write code, or do network admin type of work.
Those are the 3 key areas that you can make cash in.
These days doing front end web work is just a piece of the pie.
When I have to Create a new module for one of our apps, I have to architect it, I write out the DB part of it (stored procs, triggers, table
design, etc) I write the Data access code,I write the middle tier business
objects and I write the web pages or windows forms front end for the UI.
Being just a 'web" guy isn't enough anymore , those skillsets are a dime a
dozen these days.
Being an OLAP services MDX expert, now there's a specialized skill set that
is growing in demand.
I agree with Chris on the certs as well.
Certifications are gravy on people that have a few years under their belt.
If I interview someone fresh out of college with little to no experience
and they have a bunch of certifications, I dismiss the Certifications because
without the real world experience they don't mean shit.
The consulting company I used to work for was a Microsoft Gold Partner.
Every developer that was an employee there had to be an MCSD, or a DBA.
They could also charge more by the hour that way when they sent us out on jobs.