Well, you don't define big budget, but as said in #1 above, most instructor led classes are over $2K. The only exceptions to this could be local colleges that participate as AATP's (with Microsoft) or offer similar training from other vendors. There are usually an abundance of options to pay for these including grants and student loans.
As for security classes, that's a little more difficult. There's not really any classes that cover everything you're talking about at anthing that even resembles reasonable. However, there are a number of books that cover the material you're asking about. I would check out the Practical Unix and Internet Security and Computer Security Basics from O'Reilly. There are a number of other books but these are a good starting point.
As for Global Knowledge, I've taken a class with them before and found the class informative and enjoyable. Unfortunately most of the material was review, but the material was covered thoroughly and the instructor wasknowledgeable and well prepared. I would recommend them for classes but if you're on a budget you may be better to set up your own lab at home and go the self study route (if you have the discipline). Good luck with your studies!
