I have so far only used Books Online, blogs and tutorials online to prepare for exams. Plus of course daily work with different aspects of SQL Server. But I have on the other hand never really found it crucial to pass an exam. I've used exams to check if I'm up to date on my skills. Passing the exam has not been a goal on its own.
I would also recommend the training kit books, but I felt a little short changed by them - the *official* practice exams and all of the explanation & links out to technet etc ... were an essential supplement.