Should I get certified first in one of these areas then try and get a job in SBO initially then hope for a break in BI or integration, or should I just apply for BI or XI positions -- though most of these require quite a bit of experience?
If you're really interested in working in the SMB market, I'd recommend focusing on All-in-One consulting. All-in-One, of course, is the SAP product geared towards the higher end of the SMB market. All-in-One resembles SAP ERP in its functionality much more than Business One does, and All-in-One also takes significantly longer to implement. This means there is great potential for on-site consulting.
Having answered that part of your question, let me address where you should focus your energies in terms of breaking into BI or XI. I don't know a lot about your background. BI might be a more appropriate target if you have a database or data warehousing background, and EAI if you have a systems admin and application integration background. But either way, the best way to go about getting your first break in the SAP field is to get hired on a full time basis with a company that is implementing SAP. Ideally, this will be a company that is in the early stages of implementing, and in your case, it is in the SMB market space.
As to whether you need certification to pull this off, I don't believe you do. However, if getting certified is within your budget, then it might give you an extra edge of marketability.
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