The other day I was asked to give any advice or recommendation regarding the CFA (Chartered Financial Analyst) certification. It's been a few years that I did this certification (between 2006 and 2009) but I guess my experience should be still relevant.
Looking back, I definitely think it's a very useful course, both in terms of the learning experience and the "CV enhancement" - even though I currently refocused my career to the one of a Business analyst. Depending on your background it should give you a solid understanding of finance from different angles (accounting, portfolio management, economics etc.)
The first advice I would give is that if you want to start with this certification, you really need to commit to it. I see a lot of people who only pass the 1st level and then don't carry on. I don't think the first level would do much for your CV or your career since you have so many people with it already. And when I say it is a commitment, I mean it - I would estimate that you need about 5 months of study time per level, assuming you're working full-time and studying in your "spare time". Of course, depending on your background and experience, the necessary length of preparation will vary. I actually did the 1st level in about 2.5 months since I was fresh out of my Uni at that time and there was a lot of overlap.
In terms of study materials, I would recommend purchasing the Schweser study notes, including their 'Secret sauce' book - a 100 pager summary that is very useful as a revision before the exams. I also signed up to the Analyst notes website. It cost cca. $100 per level but it was definitely very useful for the sample exams, their study notes summaries, forums etc. The official CFA books are quite heavy so you spend much more time with them than with the Schweser materials.
I didn't take any in-class courses. Personally I think they are a waste of time and money - but then again it depends on your learning style and on the fact whether or not you can commit and motivate yourself alone without the little 'encouragements' of a live tutor.
So there you go, hope this helps a little in your preparation. Good luck anyhow - you'll need it :) Let me know if you have any specific questions.