Re: Which direction to go..
Like Luke said there are huge amounts of arguements for them all; it really does depend what you enjoy doing most.
If you're thinking for the future i personally would put them in this order:
IT Project Management
That list being said, i happen to work for a medium/large unamed insurance company and i would say that Systems Management and Network Infrastructure support are your most useful skills. Most insurance companies will have outsourced CRM packages so there is no support there, no real need for application development and operate as a support helpdesk fixing workstations, helping users and ensuring the network keeps ticking over.
Primary - Gigabyte GA-990-FXA UD7, Phenom x6 1100T, 16gb Corsair Vengance, WD Caviar Black 750gb, CM 850w, XFX 6850 XXX x2 CrossfireX, CM HAF-X
Secondary - Asus P5K, Intel Q6600, 4gb OCZ 800mhz, Samsung 500gb, Corsair 600w CX600, Nvidia 8800gts, X-Clio A1
NAS: Seagate BlackAmor 400 2x 1.5tb Barracuda RAID1