A large part of this depends on your locale, and the domain in which you want to work.
In many parts of the world Certifications are rather important, but in my experience, in my field, far less so in the U.S.
One way to approach this is to search job boards and see what kinds of certifications they are currently requiring in your locale, for the kinds of jobs you are seeking.
When I tried that a few years back, I learned that generally speaking, US employers seeking Software Testers don't require certifications very much (if at all): http://www.allthingsquality.com/2010/04/software-qa-certifications-aid-to.html