Hi there!
Welcome to the community of hard work, blood, sweat and tears!
To answer your question, I agree with Mot's opinions above. The truly best training you can get is on the job training. Take it from me, being a lecturer until about 2 years ago, I may have "known" everything about C# (actually, the textbooks, which were actually very basic 
), I realised I actually knew nothing until I got out and started development. The first 2 weeks in my full time dev job, I learned more than in 1 year at my old job.
The stuff like MCAD, etc, will only help you later when you move to bigger companies that could give you a better pay grade, look at any job advert on the NET and you'll see the big paying jobs usually require some sort of MS qualification, but then they also want more experience (at least 2 years' worth or more).
Yes, do some sort of SQL course, it will help you immensely in your job. In my 2 years' worth of development, I've only done 1 project that did not require a SQL database (it used XML). Read up on how to use Stored Procedures, User-defined functions, Joins between tables, etc. These are all very important skills to have in the industry.
Hope this helps somewhat,
The H................................
The Question is the Answer, and the Answer is the Question!