Lorenzo is looking into the 70-310 exam. Not to scare you, but that exam was easily the hardest exam of the MCSD.Net track in my opinion. The problem that I had going into the exam was the title was basically yelling out "XML Web Services" so I was like "oh, just throw on a WebMethod attribute, a little WSDL and a way I go." The problem is the "and Server Components." They really should have called the exam ".NET distributed applications." I think I got more questions on remoting than XML Web Services, which would surprise a lot of people who take the tests without looking at the exam matrix (which happens a lot, many people failed the VB6 exams because they thought the knew VB back and forth. The problem, they didn't know jack about COM).
That being said, it does kinda work out in the test takers favor. Since the exam covers XML Web Services, remoting, serviced components, windows services and ado.net it doesn't ask any indepth questions on any of the topics. But it also meant that this was the only exam that I actually had to do some preperation to make it through safely (.NET Remoting and Windows Services just don't come up that often for me day to day).
The only thing that I used to study was Tim's Exam Links. I posted something about them in February so here's my summary from then: "What he's basically done is taken Microsoft's list of skills you need to pass the exam, and provides links to MSDN or other websites where you can pick up the skill. So say you haven't done much in the ways of 'Provide multicultural test data to components, pages, and applications,"' there are three links to get you up to speed on that topic."
As for books, I've got Mike Gunderloy's exam guides for the Windows and Web exams and they are quite good. I feel pretty confident in recommending his XML Web Service and components book too.
Another book that I've been flipping through which I think is fantastic is Matthew MacDonald's Microsoft .NET Distributed Applications: Integrating Web Services and Remoting. Now, I'm not saying this book with replace Tim Ewald's Keith Ballinger's or Ingo's books on my bookshelf, but for your average Mort who hasn't been doing DCOM/COM+ development for the past six years, this book is pretty darn good at getting your started. Then pickup Tim, Keith and Ingo's books to fill in the rest.