A: 

If you are talking in microsoft domain, then MCSD.Net is not bad. I see a lot of job posting explicitly prefer you have this.

Go to indeed.com, and search MSDN.

Personally, I am not a big fan of this.

J.W.
+3  A: 

Certifications are a way to demonstrate skills if you do not have experience instead. You could go for MCP/MCSD certs.

But frankly nothing replaces raw work and pure skill. That shows more than the certs.

Cyril Gupta
Agree, get a good resume together so you can attract the interest of the employer, then your experience will do the rest of the work.
Tom Anderson
A: 

I interviewed several certified developers, and was really surprised at their answers. Bottomline, your skill set and experience is what counts. These days you can get a certification from a brain dump available online.

CodeToGlory
A: 

Microsoft Certified Architect is good. :)

JP Alioto
A: 

Depends on what technologies you are going to be consulting in. If you want to cover over 80% of IT shops get Sun Certified for Java and get Microsoft Certified in .NET. That should cover the bases if you are a developer.

Sheehan Alam
A: 

things like dba (say oracle) and network engineer (say cisco) are probably worth the most. the microsoft stuff is probably not worth that much these days.

also consider agile/scrum/xp/lean certs as these are fairly new things.

Ray Tayek