I would suggest combining the Do It Yourself projects already suggested with an occasional course on something appropriate. When I was in a hiring position a few years back, a certification didn't mean much to me (I was hiring C/Pascal programmers). It's somewhat meaningless, like XP. What is important is what projects you've taken on, how you approached them, and what you learned. If you can talk intelligently about that in a conversation (don't think about it as a job interview), you're set.