A mix of training settings, schools and instructors is best.
Locally-offered training from instructors that do "traveling road shows" is the most affordable. Sometimes it's of outstanding quality as well. In this vein I have done both Rob Pincus and Gabe Suarez courses. Many training DVDs also come to mind, with the Thunder Ranch series being those with which I am most familiar.
By all means, go to Gunsite if that draws your interest. Immersion is good, and probably just as important you can make contacts with those of similar interest. Schools like Gunsite attract students who are serious gun people, and you can learn as much from the students sometimes as you do from the staff. The social benefits of such an experience are of lasting value. You should continue to do local courses when you get back.
I opted for Thunder Ranch as my "exotic" travel and training destination, probably just because I like Clint's drill instructor style, having been in the Fleet Marine Force myself (Semper fi
) Thunder Ranch in Lakeview, Oregon ain't near anything
, so travel was expensive, and for me, prohibitive of repeat visits, at least anytime soon. But the facility and its setting are impressive
. You will get in shape just walking up to the shooting deck from the parking lot a couple of times per day at 5,000 feet elevation.
That said, remember that what these schools -- local and otherwise -- should be imparting to us is an appreciation for which fundamentals of gun handling and tactics are important, and why. At that point it's up to us to drill, maintain skills and advance on our own. Schools are one path to competency, not assurance of it.