I'm not up to speed on the MCDBA program, but either certification would certainly look good on your resume!
As for the switch from MS SQL Server to Oracle...I think that both platforms offer an exciting, rewarding career with very good pay. Typically, Oracle DBAs make more money that MS SQL Server DBAs. This may not always hold in the future and I don't have a crystal ball which lets me know which direction to go in.
One of the things that I'm doing to enhance my career stability and growth for now and the future, is to learn both database platforms. I don't like to put all of my eggs in one basket as the saying goes. Learn one system really well. Then start working on the other system. Each system does the same things. They just do it differently in many cases. So learn how Oracle does it in contrast to how SQL Server does it. Then, no matter which way the market goes in the future, you will hopefully be positioned well enough to take advantage of the market leader.
If you are pursuing Oracle certification, you can start with the 8i path, and then upgrade your certification to 9i. Or, you can proceed directly to 9i. One path is really not that much better than the other. Since you are starting out, you might want to just start with 9i. The 9i certification contains all of the material required for the 8i certification, along with all of the new stuff introduced in the 9i release. Keep in mind that Oracle Corp has announced that all certification candidates need to take a class from Oracle Education as part of their new certification requirements. This class can be pricey (up to $2000 plus expenses). Certification candidates who complete at least one exam before September are exempt. So my suggestion is to take one exam as soon as possible so that this new requirement does not apply to you.
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This was first published in July 2002