I agree with Bob (but then I always do!) I have never attended classroom training, bought any training books or any training DVDs (besides, the info is usually outdated by the time they hit the shelves).
I spend a LOT of time reading informative news feeds (several from the COW) that I subscribe to in Google Reader, watch all the free podcast videos I can and read/watch/listen to ANYTHING Bob, Philip Bloom, Mark Spencer or Andrew Kramer have to say.
I learn most by doing and making mistakes. Instants answers 24/7 are a Google away. If I REALLY get stuck, a quick post to the COW usually gets me an answer within 24 hours.