Microsoft puts on a huge training event every once per year, per continent called TechEd. This event is great! It offers hundreds of different focused training sessions every year that you can choose from to further your education. However, the registration fee alone is over $2,000 (standard pricing), then you have travel and hotel expenses on top of that. Because of that, this is not something that everybody can afford to attend.
If you cannot go to Teched, you can still watch the sessions from previous years for free online. These videos won't give you the full conference experience, but they are a great learning resource that's available for free. Right now, there are videos for many of the sessions that happened between 2008 and 2013. If you figure $2,000 per year to attend the conference, that's like $10,000 worth of education available for free!
Check out the free videos at http://channel9.msdn.com/Events/TechEd/NorthAmerica