My company uses New Horizons. I've taken a couple classes. Mostly .NET stuff. The classes were structured pretty well. I learned some nice things. They go over the material very quick, but in my experience the instructors have been open to questions and what not.
My advice is, if the company is paying for it, go ahead and take it. The worst that will happen is you'll hear some stuff you might already know. You'll know wheter or not you'll need the class for the certs after you take the first one.