I have just started my way on .net 2.0 certifications with 2 exams. 70-528 (Technology Specialist: Microsoft .NET Framework 2.0 - Web-Based Client Development) and 70-536 (Technology Specialist: Microsoft .NET Framework 2.0—Application Development Foundation).
First one is a wide-check of your knowledge on web development in 2.0. It is not a difficult exam. Second one is more tricky as it checks the knowledge you have in specificities of .net 2.0 framework. I recommend to specially make an efford to prepare this exam, as it covers many not-so-common classes (drawing and cryptography-related, for example).