I love going to Solidworks World. It is money well spent...
As Steve said, SolidWorks World is money well spent. I've also learned quite a bit from the VAR courses.,
I agree about SWW being very worthwhile. Also try to find a SW User Group in your area (no charge!). You should consider online courses from IGetIt or SolidProfessor. There are also good courses available thru MySolidWorks.