Speaking as somebody who holds a degree in an IT subject, an MCSE and an MCDBA, I'll give you a bit of advice I've found out over the years.
Doing them has helped me improve my worth to my employer, and shortly before completing my MCSE earlier this year I got a new job with a large payrise over my previous one, so they can be financially worth it.
1. There is no point doing the certifications just for the sake of it. Either use them to get yourself a better job or a pay increase with your current employer (or get it agreed before starting).
2. If you don't already have a degree of some sort, whether in an IT related area or not, do that ahead of any certification. Why? They go into far more depth than any certification requires in the general whys and hows things work. After graduating, if you still have a desire to do some certifications then fine. A degree will have a far longer lifespan than any certification.
3. If you choose to do the A+ and Network+ certificates, then they can be used as the elective for your MCSA. However, they are not accepted as an elective for the MCSE.
If you want a non Microsoft certification that is accepted as an elective for an MCSE then look at the Security+ from CompTIA.
4. If you choose to do the training via a bootcamp style course, that's fine. Just make sure that you have the required level of expertise before starting, if necessary allowing yourself time to do the studying. Don't be surprised if this takes a lot of time (it took me 2 1/2 years to go from nothing to MCSE and MCDBA, studying out of work hours).
5. Don't be tempted to use braindump material as a shortcut to passing exams. The quality is very poor and in the long term, you won't do yourself favours in expanding your own knowledge and understanding of the products or technologies in use.
Forum468 relates to Microsoft certifications and I'm sure the members of that forum will be happy to help you with technical details relating to your chosen options.
There is no need for you to pass other exams between A+ and starting on the MCSE, you do those that interest you in the areas that you want to study.
I hope that this gives you some food for thought. Good luck.
John