Congrats!! :)
as for 'solution architecture' - I'd recommend doing it only after you've had considerable experience in designing N-tier applications. It requires lots of real-world know-how (at least when I took it, but I took it for VB 6.0, and it was about 4 yrs. ago...)

I'd go with Windows Apps...

I'd take Windows next, then XML. Passed all 3 in a row. I hit a brick wall with 229/300 though. Web/Windows/XML tests CAN have alot of overlap. So studying for one, helps with all. I say CAN, because some of the guys here got completely different versions of the exam. On my 320 I got alot of security questions, but a co-worker got nothing but Remoting. Go figure...

Do the XML Web Services one, then the SQL 229. That'll get you the MCAD and a good base of experience. Then (assuming by your post that you are heading for MCSD) do the Windows Forms exam, and finally the Solution Architecture. After I had taken all the other exams and gotten some experience (not quite 2 years total, all .NET though), the Solution Architecture was a cakewalk.

The 70-300 isn't nearly as hard as the old Solutions Architecture exam. But take either the Windows Apps or XML Web Services exam next. You might as well pick up the MCAD certification on your way to MCSD.

I'd knock out all the .NET ones as quickly as possible together. Tons of overlap on those. As for the XML Web Services, get ready for a beast. I'd pick up Mike's book on it. His windows and web books have been big hits with those getting certification, and I assume his XML Web Service book is right on for getting prepared.

70-300 was a cakewalk too. It was harder getting schedule for the exam than actually taking it. As for SQL, it can be pretty tough. I got a lot of cursor questions for some reason, along with many admin questions. Of course, mileage my vary.

congrats on the first step! believe me, it's an awesome feeling.

my personal thoughts - web services was REALLY DIFFICULT. the COM+ integration can be a little tricky, as can performance counters and services. my advice would be to take the windows app one next. it's surprisingly easy, but study anyhoo. then, WS, then sql, then MSF. the sql one can be VERY difficult. understand indexing. if you can afford to, take the MSF test once expecting to fail it. the format of the test is vastly different from the rest. you have to read a case study and then answer questions about it's design and implementation. a fun test, but tricky nonetheless.

most of all, have faith in yourself. get the transcenders if you can afford to do so, they'll help out a lot.

there is a ton of overlap, mostly in the point of view that debugging, ado, and tracing are on all of the tests.

good luck!

Thanks for all the encouragement guys, I'll start pushing to get the books for Windows Forms/XML/SQL exams, get that MCAD. Once that's done I'll finish off what's needed for MCSD.

Is there anywhere else to go once I have MCSD, or is that the top of the ladder for programming?

I found the Web/Windows/XML tests ridiculously simple.

I then failed SQL Server (229) and .Net Solutions (300). These two I thought were rather fluffy. Although the Microsoft Press Book meant to accompany the Architectures exam is a useful text for understanding how a project can be better developed it seems to have very little to do with the exam itself.