Passed the 2nd exam for the Apple Certified Systems Administrator cert yesterday. So I'm now a ACSA!
I decided to go down the self taught route but it was real hard work. There are no books at all for these exams so its down to plain research to study for these exams. From this point of view I found the client exam harder because for the Server exam Apple has very good documentation for Mac OS X Server in the form of server manuals.
http://www.apple.com/server/documentation/
These manuals cover pretty much everything you need to know for the Server exam.
My basic study plan was to go through each of the Skills Assessment Guidies for each exam.
http://train.apple.com/certification/PDF/SAG_SAC_10_3.pdf
http://train.apple.com/certification/PDF/SAG_SAS_10_3.pdf
I went through each point in the study guide, did research into it and then wote some notes (so I could go back and revise them). The study plan worked really well but is very time consuming. I reckon it took about 30 hours study time for the Client exam and another 50 hours for the Server exam.
So in conclusion I think its quite a lot work. I've heard the courses for them are really good so I'd probably recommend doing them rather than self study (due to the lack of study material available).
Roll on the Tiger upgrade exam...
Max