There are a number of sites that offer free training or dedicated training however few offer the level of interaction you get at the UK Usergroup.
Itzik Ben-Gan is holding an advanced query performance http://www.sqlserverfaq.com/?eid=62. These events are very interactive sessions and speaking from experience well worth the money. It is rare to have an idividual of such stature available for such dedicate training. The events are designed to ensure you get as much as possible out, so make sure you go ready to learn.
Enjoy.