BE CAREFUL. MCSE no longer exists!! They are now called MCTS and MCITP I believe. Windows 2008 and Vista track are not MCSE anymore. Only Windows 2003/XP Exchange 2003 are MCSE material.
Bit misleading, it still exists in that you can still take it, just be aware that it's based on the 2003 technologies and not the latest 2007/2008 versions of Server and/or Exchange.
MCTS are kind of like the old MCP in that pass a single exam and you can become an MCTS in something, pass a set of MCTS exams plus a pro one or two and you get a flavour of MCITP (an MCSE for the newer tech).
There's still a big market for MCSEs on 2003 so it's not a bad thing to do.
Be wary of these boot camps, they are geared up to get you to pass the exams, not to necessarily retain that info

I' recommend them if you already have some of the knowledge and already have relevant experience. But if you are doing one when you haven't done anything like this before a longer period of study would be more beneficial.
A guy in my dept has just come back from a 14 day MCSE with Security and Messaging boot camp and it didn't sound too fun
Plus 5k for an MCSE is a bit much, Ambilogic will do one for around £2600 at one of their US camps. You get all your accom, plus they'll stump up another couple of hundred towards the flights. So for around 3k you get to have a couple of weeks in Boston to boot, although I suspect you'll be very busy cramming for all those exams
Personally I'll be going straight for the 2008 MCITP as my current employer wants to fund training, could do the MCSE but don't think it woul dbe as beneficial for me as I'm not looking to change jobs yet.