This is a very common question on the IT forums and it is normal, just take a look in Google and you will find a lot of certifications and most of them promise the high paying jobs or to be an expert, etc. Plus a lot of us like different fields not just one, some people like System and Networks, others System and Programming, etc, etc. Yes and then we want to be very well rounded so we can fit it on a lot of jobs and we can be included in a lot of projects.
Now where to start on Certifications?
That's depend of what we want to do first or what is our goal. Let's take one example, somebody working on helpdesk, he/she wants to move on, get more hands on (some helpdesk doesn't touch the computers at all, they work on the phone, other helpdesk touch the computers or programs and do real fixes, the last one is not traditional helpdesk).
Now let's see the different paths and we will talk computer helpdesk not software support, you can adapt it:
From Helpdesk to System Admin
If the technician is been in helpdesk less than a year he/she (beginning from here I will refer he, I am implying he/she) needs to be good in that position, certifications like A+, Network or Windows 7/8/10 desktop certs will help the tech to be good in that position, at the same time he would be putting good knowledge base. Now from there he can begin to take any Windows Server certification like MCSA: Windows Server 2012 if is Windows or if is Linux Read Hat certification or CompTia Linux or LPi, etc.
You will say I need experience to pass those exams, yes you need experience to pass a lot of those exams and at the same time you need knowledge and NOBODY will give you a change to play with the servers, so what would you do? Lab a lot, yes, it is cheap, create your own virtual machines, install your own servers with roles like domain controllers, file servers, etc, how many servers and configurations you will do that's depend of you, the more you install and configure your domain controllers, dns, dhcp, open and close ports, policies, firewalls, web or email application in Windows/Linux that's depend of you, the more you do it the more you will get your own experience and confidence to pass the exams.
From Helpdesk to Network Admin
In that moment certification like Network+ will help you to put the base and the Cisco CENT or CCNA will help you to get the knowledge or any basic Juniper certifications, now the key here is the same, you need to practice a lot, yes, practice, buying the equipment is expensive but you are not alone, you have router emulation like GNS3 and the Boson router and switch emulation, you can work with that until you drill your knowledge. Some companies rent online routers/switches/firewalls like INE where you can practice.
Moving from Helpdesk to System or Network position is not easy, it will require effort, at the end you will get what you put on it, if you put a lot of effort, trying to know very well all the domains of the certification regardless of you think you will use or not in the future, one thing is clear: If your company doesn't move you to a better position or if your salary doesn't increase in that company other company will do it, they will hire you and give you the position or salary you want.
Do you want to know how to study for certification, check this article: http://www.learn-security.net/12-how-study-for-certifications