It's hard to decide what to spend one's training dollars on. It's hard to justify spending US$2000 or more on a conference. If a conference is nearby, or hosted in your town you can save money. I also use my frequent flyer miles a lot to get where I need to go for conferences. Using your own frequent flyer miles and doubling-up/sharing hotel rooms with friends in the Blogosphere are good ways to justify the financial part of your trip to your boss.
Many feel that it's the company's responsibility to pay for everything, travel, attendance, hotel, etc, but if you want to get as broad a view as possible, and maybe attend multiple conferences, being flexible on how you get there, eat, and sleep can make a difference. Also, trying to go to conferences that happen on the weekend, and making sure your boss knows that he/she's not going to lose you for an entire week - perhaps just a few days - can make a difference.
I'm also careful not to think of conferences as vacations, as you're being paid to absorb as much as you can, so I tend to fly in, attend, and fly out, fairly aggressively, unless my wife and son are along and we have explicitly turned it into a Vacation.
Hopefully I'll see you at one of these conferences!
Scott Hanselman is a former professor, former Chief Architect in finance, now speaker, consultant, father, diabetic, and Microsoft employee. I am a failed stand-up comic, a cornrower, and a book author.
Disclaimer: The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.