You can get a very very long way just by studying the manual, much further than you might think. Also read the brinkman book if you havent already and definately read the steve wright book after that. The wright book jumped me up a number of levels when I was learning.
I looked around for affordable intermediate level training for quite a while before biting the bullet and traning myself. Looking back, I was able to give myself better training through the resources avialable to me (books, tutorials, web, etc.) than I would have got at a school where they teach to the lowest common denomonator and try to pass everyone who enrols. Also now there are more training resources than there were then (CMI, Gnomon).
Anyway most shchool sylabuses are taken straight from the apple shake training book so what exactly are you paying thousands of dollars for?
Remember that you need to study visual effects and compositing and not just how to use shake. You should know the mathematics of Over and Screen layers (to give a couple of examples) and have a good knowlege of CG and rendering technologies. Make sure you know about matte painting, colour difference composinting with optical printers, film/commercial post production pipelines, etc. I fully reccomend watching VFX scenes in crappy hollywood movies in slow motion or even fram by frame to see how it was done.
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