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Eventually I determined that the single week courses had a poor return on investment. Instead I started taking some community college classes. Since I am not going for a college degree, I can focus on the topics of great interest to me. Since I keep a busy schedule, I only take one class per semester.
Last semester took a Java programming class. Next semester I plan to take an intro to JavaScript class. Now I still take advantage of a week off per year for training. However instead of going to a relatively useless training class, I might buy a book to help get me ready for the Java certifation exam. Now that might have a high return on investment.