Q: I am a Windows developer and am interested in data mining. What certification will help me? Should I go for a DBA first and then after spending some time working as a DBA, go for a mining or warehousing certification? Please provide information regarding certifications and any other details you feel would be useful.
I'd start out learning about data warehousing, especially the analytical side and in the meantime learn all you can about data mining. Try finding a position in your organization where they are mining the data - experience is much more of a hiring determinant than any certification. Despite what the vendors say, real data mining requires an in-depth understanding of the data and a good understanding of statistics.
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