I feel lucky to be working for my current company. They actually believe in training and put up the money to keep our DBA group trained. Our manager encourages us to grow not only for the benefit of the company but also for our own personal benefit as well.
For example this year each of us are going to be attending one of Paul Randal's classes or going to PASS (5 DBAs, 5 events, but only 1 DBA at a time.)
We also actively participate in our local PASS chapter and as a group we like to keep each other informed about any interesting quirks we find or blogs,when the blogs are not blocked by SurfControl.
Before my current position I worked for myself in a very narrow niche developing and administrating systems for scientific researchers using a system named 4th Dimension.
Thankfully I had learned SQL Server and received my MCDBA in the position I had before striking out on my own. I had time to study when I was on my own but it was a strain just to keep up within the 4D database system.
One company that made an offer that I rejected because I found out that their policy was to not support training for their staff out of fear that the staff would take the training and leave the company. What they were left with was an undertrained, unmotivated staff that usually did leave them.
A company would (should) not keep their hardware, software and network up to date, so why shouldn't they view investing in their staffs training in the same light?
But like I said I consider myself lucky when I talk to other local DBAs.
(What color is your database?)