I have to say that after 10 years of teaching computer courses in the classroom, especially Microsoft courses (Windows NT 4.0 - Windows 2008), I have come to the conclusion that no matter how much money you are willing to spend on IT training, it boils down to how motivated are you to learn the material. I have easily had over a thousand students come and go through my courses. I have even had the opportunity to keep in touch with some of them for years after they had completed their studies. The common attributes that I found with those students who were ultimately successful in this field was pure motivation and the willingness to succeed. Those students who not only came to class, but read the books from cover to cover and spent countless hours on their own working on labs, generally did much, much better than those who did not and simply showed up to class.
So, while I still do recommend traditional classroom training (it does have its purpose), I find that the most cost effective and productive way to train is simply by reading books and working on labs. There really is no equal substitute and no need to spend an absorbent amount of money on those "boot camps" that really only provide a quick and easy way to pass a certification exam. After a week or so, there is little to no chance that you'll remember anything you learned in those 5 days, which then makes your certification become useless.
I have some articles written up that you can find in the "Virtualization" section of this
site to orientate you on setting up a virtual lab.
Recommended Books & Training Resources