If your going to do self-study, save your money and buy official study materials. A good study guide for the A+ can be found at
www.cramsession.com for free (HTML version) or for $9.50 (PDF). The MS press books for the MCSA/E core can be purchased from Amazon at a very reasonable price. Also, I would recomend using testing software like Self-Test or Tanscender.
Of course, self study requires lots of discipline to pass the tests. You have to devote lots of time to learn the material and study it until you know it without having to think about it.