I have done the in-class thing and found it a horrible waste of time.  Basically, you sit in a room and they show you the exact same lectures you can view on your own at home via their self-study program.

The only benefit was having an 'instructor' and other students to talk to.

I much prefer doing the self-study on my own.  Here, the courses were full days on Saturday and it was exhausting.  They showed 2 lectures per Saturday.

If you live in Los Angeles, take the in-class version. Otherwise, take the cd-rom version.

The cd's they are talking about provide the lectures.  The same CDs are shown in the classes.

There isn't a difference.  You watch the lecture, read the materials, and do the practice questions and simulations.