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You're picking a relatively healthy industry and a job where the technology and the business come together in some exciting ways.
Either an SAS or Business Objects focus will provide excellent long-term business intelligence analyst career growth. SAS is more specialized and you will be competing with higher barriers to entry to the development community and relatively fewer implementations. Depending on how much training we're talking about, I'm not sure some airfare and hotel costs would deter me from the best choice otherwise.
Certification is a start, but I think you'll find that business intelligence analyst career growth will accelerate with specific knowledge and contribution to the business. I posted some advice on this in "Are business intelligence certifications worth it?"
A business degree is not necessary for a career as a business intelligence analyst, but it would be a helpful credential in moving beyond the analyst level, should that be desired. How helpful it would be really depends on the industry and company. To pick on some industries, retail and manufacturing would probably be less impressed with certifications and degrees than say, financial services and healthcare.
So, if your goal is to get moving, I'd think about retail and manufacturing (unless you have experience in a different, but healthy industry -- experience is key). Industry is certainly a data point, but the company, the boss, the job, the commute, the co-workers, etc. also will factor in. I also believe it could be easier getting into business analytics now than five years ago since the tools of the trade are becoming more accessible and companies are moving analysis into more narrow domains and across the board. In general, the belief in the importance of information to company strategy is taking hold and everyone is being asked to be analysts of sorts. So, you may want to go to market pairing a business specific domain with the data analyst role.
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