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Oh one word about classes. They may cover some generalizations but most of the time they are worth it because that person teaching the class is most likely a complete expert and a few well thought out questions and discussions on the side can be invaluable, especially if you are stuck on a problem.
I'd have to disagree. It has been my experience that most instructors, whether it be MS authorized training or college training are not experts in the items that they are trying to teach. In most cases the guys who teach the 1 week classes at technical training centers have very little real life experience using the technology. Instead they spend their time studying and learning what the books say about new technologies. For instance I had a guy teach an Exchange2k class and he was an MCSE, MCSD, CCNA, with about 4 or 5 other certs. So i ask how is it at all possible for someone to be an expert in all of those fields? It's not.