I have no degree, am self taught, and spent the last year moving my call centre database from using a simple Access database to SQL Server, programming the front end in VBA (in an Access project) as an IT Assistant. I want to get into a programming role eventually and I'm wondering whether to staudy for MCTS Installing and Maintaining SQL Server (playing to my experience) or start studying for MCTS .NET I guess to get a programming job I will need the latter anyway to prove I can program, so I'm veering towards it, I'd do both but they are a lot of work (ignoring the dumps etc out there) so I'd prefer to do the one.
I would say no. I've worked for a number of places in an IT capacity and I would stay away from those that put too much emphasis on education and certifications over real-world experience.
No matter how many (or how few) certifications and college classes you take, real world experience will always beat it.
In my experience, those organizations that have degree and/or certification requirements and won't accept your experience in leiu are not the kind of places you want to work anyway.
Certifications will get you past the HR monkeys. I don't see the harm if you don't have a lot of actual work experience, because it will demonstrate more than a passing interest for entry level/junior positions.
If you want to be a programmer, your time would be better spent learning the basics of programming - not focusing on a specific technology for getting a cert. Certifications have limited value; they're good at demonstrating TEST aptitude and your ability to memorize trivia and they do help get past recruiters who use them as a baseline for candidate acceptability (right or wrong, they do it). They tell little to nothing about your programming skill.
"Proving you can program" requires considerably more than a certification. Pick a language and write an app for yourself; something you'd find useful. Get good with the basics of your language (C#, Java, Ruby, whatever). Do code kata's (http://codekata.pragprog.com/, http://butunclebob.com/ArticleS.UncleBob.TheBowlingGameKata), participate in local user groups, read blogs.
Write. Code.