It all depends if you want a lateral, or vertical step.
It will be easier and faster for you to progress in your current career route, or in other words, move vertically. Within this career route, you have many options open to you but they will involve extra training or study. With extra technical certification, you will have access to the next technical tier. MCP, MCITP etc will all be very useful.
This in turn, over time, will lead towards management, if that's what you want. The key to this is to discuss with your boss(es) what it is you're planning to do, why you want to do it, and where you hope it to lead you. If you get them onboard, you may get assistance (financial and otherwise) from your company. Your bosses will also then be aware that you are career minded, you want to progress, and your name will come to mind in the future when opportunities arise.
Beware though - if you say you're going to do something, do it. If you fall through on completing training or certification, having already discussed it with your bosses, you will be condemned to the "all talk" or "unreliable" box for the rest of your life at this company. This would be exacerbated by the fact that you've changed careers so many times.
So you want to change career? Or a different flavor of your current industry? This will involve retraining, certification, and study (again). You will end up being on the bottom rung of the ladder again for a while until you prove yourself in that field. This is definitely the harder route, but if it's a career you really really want, then it's something you have to do. Being a middle/high tier employee in a career you are indifferent about is definitely worse than being a low/middle tier employee in a career you love.