Depends on what you're interested in. Front Sight offers many different advanced courses. I've personally taken the 4-Day Advanced Tactical Handgun, and I'd say that a course like it should be darn near required learning for citizens who intend to carry a concealed weapon.
The class is run fast and intense, and there is a lot of shoot/no-shoot scenarios, in addition to advanced range drills. I would highly recommend the class if you can get out to the Vegas area to take it.
I understand that Gunsite, Thunder Ranch and Valhalla (sp?) also offer courses very similar in content (though honestly, I haven't taken them and can't directly comment on their quality of instruction). Most of these schools are located in the West, though. I don't know if Blackwater is still open to average citizens, but I suspect they're concentrated on developing contractors for their own organization.
-Nathan