Hi. I just went through the MCSE bootcamp, and the experience was draining (physically AND mentally), but overall very satisfying. The material and resources were excellent. Our instructor was extremely helpful and willing to go into detail on any questions we may have had. He had no problems (within reason) about going back and reviewing previously discussed material, if it helped everyone understand and keep us going in the right direction.
I came to Georgia from out of state. CED arranged pretty much everything: flight, food, hotel, and transportation to/from school. I think this was a very important part of the boot camp, as outside distractions were kept to a minimum.
It is important that you are familiar with the material before attending, otherwise the pace of the class might be overwhelming. One person in my class was unable to take it all, and left mid course. Before I went there I had about 5 years of Windows Server experience, and began studying on my own at least two months before going to class. With this preparation and the training received, I was able to pass all 8 exams.
While there, be willing to work hard and study on your own (at least 3-5 hours a day). You will not get to go out and party or spend all night watching TV. Study ahead of time as much as you can (set up a lab at home if possible), that way you'll be able to ask the right questions in class and get the most out of this experience.