Everyone should challenge themselves and learn something new, it will help both your art and life become more interesting. It doesn't have to be formal training or even a class, you can just ask a friend or 'expert' how to do something. Most people are happy to share their skills. People who aren't or who are secretive about their techniques, suppliers or ideas... well... they are just idiots. You get what you give, or if you want to be a hippie about it, Karma, people, Karma.
If you are in Madrid and interested in learning something new in a good place for a cheap price then try La Casa Encendida - the Burning House. Their new courses are now open for enrollment and they look pretty exciting! See the range of courses by clicking here, or email them at firstname.lastname@example.org