Certifications from well respected organizations that are not affiliated with companies or tied to a specific technology are, in my opinion, the best options. These include the IEEE CSDA and CDSP, the (ISC)2 certifications, the Software Engineering Institute certification programs, and the PMI project management certifications. Other options that would also be looked upon favorably are continuing education and graduate certificates from colleges and universities.
The single most important thing to consider when choosing a certification program that it is relevant to the work that you do or want to be doing. It also matters (to some extent) how the industry that you want to work in looks at certifications - some (defense, aerospace, medical) look favorably upon certifications (and in particular, certain certifications over others), while in others, it doesn't matter as much. Don't get a certificate for the sake of getting a certificate - use it to demonstrate competence that your (perspective) employer needs or to prove your capabilities in a certain area.
However, in the end, experience usually trumps certification, with the exception of a few rare cases. In those cases, there's usually an underlying factor for getting the certification. An example is in the defense industry - in order to work in certain secure government facilities, you need an approved security certification. In my experiences, your employer will pay for this certification if you are otherwise qualified and don't have it yet, but that might not always be the case.