I really hate the timeout on this site sometimes

Michael - I received your PM and typed up a nice big reply, only to be timed out by the site...

Anyway, I'll try to summarize here.
Do you have any current/prior IT experience?
What are you most interested in and why?
Like Chris mentioned above, the fastest and easiest way to get into any position is to network. Join the groups, attend some meetings, and meet some local folks that may provide potential career opportunities.
Definitely consider looking into the SMB market for some sort of system/network administration position. They typically have small IT staffs and it's normally a great opportunity for you to get your hands on a lot of different things. You'll learn a lot and it will also help you determine where you want to focus.
As for the self-study on a budget options - anything that has a book available (if you can study that way). You can pick up the CCNA study kit for around $60-$80 I think. For around $300 you should be able to pick up the entire MCITP collection. I don't know that I would bother with the Linux+ certification but certainly pick up a study guide if you want to learn some Linux system administration fundamentals, otherwise you'd likely be better off going the RedHat route. The SANS stuff is good but expensive. You can always read the bulletin/objectives and study those on your own, then challenge the exam ($800-$900, not sure what current cost is).