Hello and welcome!
Do you have any experience with security-related tasks or tools currently? Professionally or as a hobby?
If not, then the CEH is a good introductory into the topic. It covers a very broad range of topics, a large amount of tools, and will get you into the correct mindset.
If you have some experience, you may want to take a look at the eLearnSecurity courses or possibly Hacking Dojo. The guys that run each of these frequently visit these forums.
Keep in mind, these are geared towards security testing. If you want more general security certifications, look at Security+ and GSEC. Each of these is well known and will assist you in moving into a security position.
Depending on what your experience is the first logical step might be to volunteer or initiate security-related projects where you currently work. If you're already involved, even better. Gaining actual experience in the area is the best move you can make. If there aren't any opportunities where you're at then you could look for an entry into security - a system/network admin position that includes security as part of the responsibilities would be a good stepping stone.