IT is a broad and varied field so it's not really that easy to give advice without knowing where your career interests are.
A+ is OK for people starting out as a means to get your CV noticed if nothing else. It is likely more recognised in the US than in Europe.
CompTIA certs were often dismissed because the testing domains were normally quite a way behind current technology and practices, and once certified it was for life. This meant that the A+ exam you passed in say 2002 was still valid in 2012 even though the technology of both hardware and software was likely radically different in many areas. CompTIA seemed to have addressed this and now their popular certs expire every three years or can be kept current by enrolling in their Continued Education Program.
I am unsure of where you are but I wouldn't recommend going the degree route unless paid for by someone else as it gives a poor return on investment, and will not land you a dream well paid job as soon as you pass your exams. Over the years I have seen many people with degrees applying for jobs , some are applying for jobs that have no relation to what they studied and none of them really have any idea on how to tackle the everyday issues that one will encounter on a corporate LAN/WAN.
Of course there are some areas of IT where a degree is a common prerequisite for being considered for the job, if you are thinking of one of these then you should of course look at a degree course, but please don't think having a Bachelors or Masters degree in Web Development and Design will get you a well paid job as a senior systems administrator for example.
As you seem to be starting out in a career I would suggest looking at vendor neutral certs first, look to gain Network+, Server+, Storage+ and it might be worth looking at CompTIAs Cloud Essentials. The next few years is going to see a boom in virtualised and cloud systems and their will be a good deal of demand for people with experience and knowledge in those areas.
The data recovery class/cert you have posted a link to looks very expensive and is a very focused subject, before going any further I would suggest you think if it is an area you would like to specialise in, are there many vacancies for people in that particular field and is the cert offered by mhdd widely recognised.
As for training, I would recommend CBT Nuggets and TrainSignal videos. I personally prefer books from Sybex for the way they are written, some books from other publishers read more like a technical manual.
There are quite a few good certification websites with their own pdf publications and helpful forums Techexams.net for one.