Where Everywhere. But mainly on your computer.
There are a lot of great reasons to get involved with a MOOC (Massive Open Online Course) at places like Udacity, Coursera or Khan Academy.
1) Fostering a mindset of life-long learning is likely to make you a lot happier in the long run. Don't believe me? Here's a link to some evidence: http://www.huffingtonpost.com/2012/04/10/learning-happiness_n_1415568.html
2) It's an investment in yourself. There are lots of courses that would augment your skills on the job and would be a nice little extra on your resume. Better yet, maybe you learn something that allows you to add more value to your job?
3) Help set-up a career change. Oddly enough, my degree in Film and Television is pretty useless in getting a job. I was able to make a successful career change from television post-production to software in in part because of expanding my skills with online classes.
Some places to checkout: Coursera.org, Udacity.com, CodeSchool.com, EdX...
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