My roommate, who is also an actor, has been taking improv classes at the Upright Citizens Brigade theater. It's expensive, but it's also a great way to keep both your talent and your motivation sharp, as well as being a decent thing to have on your resume.
He has also signed up for a monologues and the business of acting through one of the many "actor service networks" that have popped up in the city over the last decade. These workshops are often run by a Casting Director or Agent in the industry, with the idea that they will provide participants some insight into how to break into the lucrative film and television end of the acting business.
I find these services to be rather useless, in many cases reprehensible. They prey upon a segment of the population that experiences 95% unemployment, with the alluring promise of increasing their chances of booking a job after paying for and participating in the workshop. Their advertising is full of testimonials from successful attendees of these workshops, who have booked substantial roles in various episodic programs or films.
Do these classes work? I'm sure Actress A who got a recurring role on "The Bold Restless Days of Our Lives" after attending one would say definitely, "Yes!" But I'm fairly certain these workshops have about the same success rate as your local psychic or horoscope. If you sell these classes to hundreds of aspiring actors, of COURSE some of them are going to book work, a few even might go on to substantial careers. But for the vast majority of actors taking these courses, they're going to end up exactly where they started, minus $400.