MCSE - Exchange Server in a Nutshell Written by Mitch Tulloch.  Published by O'Reilly. This is a great desktop reference for the Exchange Administrator.  You will save yourself hours of research time if you look here first.  Keep in mind this book is geared towards real world use and is not exam specific.  Buy another book to use to help pass the exams but don't pass up on having this one on your bookshelf.
		MCSE - The Electives in a Nutshell Written by Michael Moncur. Published by O'Reilly. It includes TCP/IP, IIS4.0, IEAK4.0, Proxy Server2.0 and Exchange 5.5. Electives in a nutshell wont give you all the info you need to administer all of these products.  What you will get is the basic info needed for the exams.   You will need some hands on experience in addition to using this book, but between hands on, product help menus and Electives in a nutshell, you are well on your way.
		MCSE+I Practice Tests Written by James Michael Stewart and Gary Novosel. Published by Coriolis.  It includes TCP/IP, IIS4.0, IEAK4.0, Proxy Server2.0 and Exchange 5.5. The book contains about 100 practice questions for each of the above mentioned exams.  It also comes with a CD that contains adaptive sample tests.  The tests are nice because they give you good explanations as to why the answer is correct.  This will save you a ton of money over some of the famous sample test out there.
		Mastering Microsoft Exchange Server 5.5 Written by Barry Gerber. Published by Sybex.  A good book for the beginner looking to get familiar with Exchange 5.5.  The material is accurate and presented in a light humorous manner.  This book is not good for exam preparation as it only touches on many of the topics that are needed for the exam.  A good starting point to try to learn this huge animal that is Exchange.