Nico, funny post!
I personally do not believe in certifications, but I ended up doing one anyway. It helped convince my supervisor to promote me.
I think the best best best way to learn something is by practice. I try to take it further and I purposely paint myself in the corner by giving myself a challenge. Analogy would be to learn swimming by jumping into the deep end!
As for learning unix and linux, I simply said "NO" to windows. And jumped into linux. These were the old dialup days. For days I was completely useless. It took me 3 days of talking to ISP and reading manuals to figure out how to get my modem to work in linux so I can be on the internet. Then I picked up a few unix books from the library (because linux books weren't being written then) and devoured them. I learned the shell so well that it felt like home. Then moved on to X, which was a whole challenge in itself lol. Now if I look back its funny to see how long I took to figure things out. But all those dead ends I hit, I learned from. And that is your target too.
Thanks to all that self training that I did, when I had to take RHCE this year. I simply went for the Rapid Track course. 4 days of classes and 5th day was the exam. I passed with 90% score. And not to sound egotistical or anything, but I had not touched linux for 3-4 years before that class! Those 4 days were enough to see what RedHat was offering. I just had to connect that RedHat specific knowledge to vast base unix knowledge I developed to succeed in the exam.
Anyway, that is my little rant about certification and reaching the guru-statehood in anything.