I think the problem with most MS based training courses is that they often focus on only the new shiny-shiny toys that you get, eg in T-SQL for 2012 these are the windows functions, or on the DBA side the High availability stuff.

My advice is keep hanging out here at SSC and read the articles, if theres anything you want to know then somoene has probably written an article on it. I've been a T-SQL coder since 2002, but its only the last 2-3 years that I've started to knock a lot of bad habits on the head after having read the forums and articles written by people like Jeff (to name a few).