MIT is currently offering a good size chunk of their course material for free on-line. Although the free on-line training material will not grant you a degree, or any sort of certificate, if you are after gaining the knowledge alone, it looks like a fantastic resource.
As of November 1, 2006 there are 1,550 courses published on the site. The course is dependent on the MIT faculty collecting their own course content and making it available on the Web. In addition to the written material available there is also audio and video files available for download for some of the courses.
In reading some of the feedback on the site there are some gaps in the course coverage. To quote one reviewer:
some of the courses have great material posted. some have handwritten class notes from a student — great notes, for sure, but just notes. and some are incomplete — for instance Molecular Principles of Biomaterials Lecture Notes has just half the lectures. this is a great great resource but it is still pretty spotty.
You can access the MIT resources at MIT OpenCourseWare | OCW Home.