SAP may be one of the biggest schemes. It is too expensive, too complex, too buggy. And it is lucrative for everyone associated with: You can earn good money selling licenses, or working as an SAP expert in projects never-ending.
Windows Server administrators earn less money however it's satisfactory. Your servers serve the users; they're authenticated, access the shares, send-receive mails, access the Web sites, etc.
Now, it depends on what you expect from life: simple path following SAP option, and ne'er feel responsible for the results; at the tip who is fired because he chose SAP?
Or Windows servers. Earning less with regard to SAP consultants and salesmen, however comfy when you go to bed.
If you are interested in learning SAP Finance, then join SAP FICO certification program.