xyzpilot, when I attended FrontSight in November 2007, I just camped a few miles outside the gate, hidden from view of the road.
I brought a small tent, but the weather was good and I just ended up sleeping under the stars. Very pleasant, and I saved a lot of gas and driving time. For a variety of reasons, I did not have fires.
Since you seem to be from the UK, the logistics/gear of camping could be a bit more hassle, but there are no permits, fees, etc. It really is free and open desert.
Most of the other people in my class stayed at the casinos in Pahrump.
Have a great time and pay attention. I was impressed with the quality of instruction at FS and learned a lot. Like so many other things, you only get out of it what you put into it.