Buy a book
Going on courses is a bore. You sit in a class with other people who are not important to the day-to-day running of their employers. The instruction will always proceed at the pace of the slowest attendee (if you think otherwise, that person is you). At the end you get a binder, a certificate and a week's worth of email and backlogged work to catch up on.
You also never get to use the stuff the course was about. Or you forget it all until the boss comes by, 6 months later, and says "you went on the XYZ course, get this done by tomorrow .... please".
If all you want is some time away from the office (and lots of courses are held in London and the pricey ones are in the run up to christmas) then that's great - and we all love the company paying for a little jolly now and then. But if you want a new skill, then you need to learn it, practice it and understand it - a few days listening to someone drone on won't do it.
The best way to get training is to have a project that requires your intended skill. Do some (book based, web based, whatever you prefer) research. Read the Idiot's guide - not hard to find: the internet is full of them (idiots, that is) and start DOING it. You'll not only learn faster, but you'll get practical knowledge - or experience, as it's called on CVs - and something useful at the end of the time. It's also far more enjoyable than sitting around listening to lecturers. The only downside is that you don't get a certificate - and you still have to catch up on all that email.