I'd suggest starting by going to the free stuff you can get to, user groups, SQLSaturday's etc... Also, be willing to pay your own way to show that you value the training enough, and try to negotiate being able to go without using vacation days. Too often I think managers consider conferences and training like vacation and don't want to pay for it because of that, but if you can show you value it enough to pay for it then they may see it differently.

I work at a non-profit currently, that I know doesn't have a lot of extra money (neither do I, but I digress), so I've paid for certification exams, books, and travel. Now my boss is willing to spend some on those things.