First off, obviously, if you're going to be, or can be in the area, ChicagoCon would be the ultimate place to take some courses
As far as boot camps go, I've only done one. I took the CISSP bootcamp from Vigilar Intense School, for whom Clement DuPuis is an instructor and helped develop the course. I was very intimidated going in, knowing that with the 85-70 requirements there would be a lot of seasoned pros in there that just needed the cert to keep their jobs. That was the case, but as oleDB stated, that was probably the best thing for me. It was like having one instructor for the test and about 20 instructors for the real world. As a matter of fact, I've had a couple of job opportunities come along from those fine folks.
The best advice that I could give would be to study as much as possible prior to attending a course, then question, question, question. The worst thing you can do is waste your money by just sitting there while stuff flies over your head. I asked a couple of what I thought were stupid questions only to have a bad ass Navy CISO thank me for doing so afterward because it helped him.
If you do go for the CISSP, CISA or CISM, Vigilar seems to be a great way to go, especially if you can get Clement or Larry Greenbladt as your instructor.