The problem with most Instructor led training is that it is geared exactly towards passing the test. It has little or no purpose towards helping you understand the actual technology or its application. Every Instructor led class I have taken has been focused on passing the Vendor test. Points come up repeatedly, that X is the answer that is expected on the test even though you would never do it that way in real life.
If you are lucky you get an instructor that really knows the subject and who is willing to expand beyond the syllabus to actually impart some working knowledge of the subject matter.
Self study on the other hand tends to develop a better hands on skill level. You do not generally know what the test is specifically about so you study a broader area to try to cover all of your options and as a result are stronger in the subject with knowledge well outside of the actual test.

Note that these are generalizations based on my own experiences.

Duene