You have asked a very generic question. It would be difficult to answer it without having any idea about your background and your goals. Each program has its own merits and appropriateness quotient that would be entirely dependent on what you have been doing in the past and what you aspire to do in the future. For example, someone who is interested in pursuing a purely business management based career and has about five years of work experience might prefer an MBA whereas someone who is desirous of gaining a balanced amount of technical and managerial knowledge might benefit from something like a Masters in Engineering Management. There are various management options in Masters programs while there are several specializations available within an MBA as well. Further, schools have their own strengths and weaknesses which would also determine your ROI. So, it is impossible to advise you further without having any idea about your profile or future objectives.
If you can revert with more information, I would be happy to guide you further.
Manya - The Princeton Review