I cannot speak directly to the Carnegie Mellon training class other than to say that Carnegie Mellon is a very well respected University. I’m sure the training is top notch.
However, as a certified GCIH handler, I would highly recommend the SANS course. I took the class through vLive and thought that was the best way to attend. You get both Ed Skoudis and John Strand as instructors (I was lucky enough to have Bryce Galbraith as well because he filled in for Ed one night). The format gives you more opportunity to digest the material and you can read ahead since there is a couple days between sessions. The only downside to the vLive method is during the 6th day. It makes it more difficult to work in teams during the Capture the Flag event.