I attended one. I studied the materials provided in advance and reviewed the PMBOK. It was a boot camp – the instructor was not there to make us feel good about ourselves – he was there to help us pass the exam. I think the biggest thing it provided that I would not have gotten just by studying is the "PMBOK" way of doing things – which is not always what you would do in real life. Lots of practice question and a detailed walk through of how to take the actual exam. It was a 4 day class and then I took the exam on Friday. A painful week but then it was all done!