My opinion doesn't matter as much as your skills, abilities, and learning style will matter to you. Some people learn best by seeing, others by hearing, others by doing, and so on and so forth. For most people, because classroom training combines multiple learning channels along with access to a presumably competent and knowledgeable instructor, classroom training works very well to prepare them for certification exams. But classroom training also costs $300 a day and up (or less, if you go through a local community college or some other lower-cost venue other than commercial IT training establishments). I always recommend classroom training to those who can afford the considerable investment of time and money involved to obtain it. Failing that, I suggest you start with a self-study approach and switch to online or computer-based training (CBT) only if self-study doesn't work for you.
Good luck with your certification efforts.
This was first published in June 2002