I don't know about SAS and SPSS, so won't comment on that.
I know that MCSE Business Intelligence and SQL Certified Expert are very challenging/complicated. Even MCSA SQL Server is for pro. IMHO you can't pass those tests without real world experience. And I also think that those exams made for people with IT background (not economics and statistics).
Try to pass SQL Fundamentals 11g without brain dumps. You will see the level and effort you need for preparation. I guess it's a good first step.