i have to disagree just a bit. while your portfolio can definitely make or break a job (freelance clients or in the industry), "certification" does count for something.
i am a self-taught MUA myself, and because i don't have an esthetics license (which is not required to do MU in Hawaii), some clients have asked, "well, if you didn't go to cosmetology/esthetician school, how do you know what you're doing?"
i can show them my portfolio and tell them that i practice, practice, practice, but some clients just like to see that piece of paper.
i have another job & school on my hands, and it just isn't in the cards right now for me to go to school FT (although it's something i'm considering for the future).
but to supplement my portfolio, i try to participate in as many classes/workshops/seminars as i can (and can afford!) many of these programs offer their own certificate. and while it won't count toward any license of any sort, it can help instill a bit more faith in clients that, hey, i really do know what i'm doing!
and it never hurts to take part in these programs. why not network with people in the same line of work and learn something new!
as far as licensing requirements...
there is currently no licensing requirements for MUAs in Hawaii. (heads up to any MUAs in the 808, they may be working on something that could take effect within the next 2-3 years). anyhow, to check on the requirements in your area, get in contact with your local board of barbering & cosmetology. that's what i did!