Interesting topic...
Adam nice tips on the shifting.
Richard, in Phoenix they have Bondurant
http://www.bondurant.com/courses/courses.html
They will let you use your own car here. Talk with your insurance company. Since you are in training sessions some insurance companies will let you use your own car. From what I understand you might want to factor new tires into the price if you choose a course that's better than 2 days long.
As far as rice at the street races go. Might want steer clear of the Neon SRT4s. Sounds stupid right, wrong. For about $2000 on top of MSRP those things will run about 300 hp. They're underrated from the factory. They're really about 250hp. Put a good driver in one and they'll sneak by you. A friend of mine owns one...a fast one at that.