For both components of the SE I decided to take an online review course. I felt this would be the most efficient way to study, and provide a little peace-of-mind that I covered (or at least had notes for) all the material on the exams. Since I only took one component at a time, it made the time I had to devote to clas more manageable and reduced the amount of material I needed to know for each exam period. Considering I passed both Lateral and Vertical (Bridges) on my first try, I consider the review course(s) to have been a worthwhile investment.
Aside from helping to provide significant structure to my review, one of the greatest benefits was that I ended up with a binder full of notes and solved example problems, which I referenced several times during the actual exams, and I felt comfortable with all the specifications. Not all the material was completely relevant, as a bridge guy I dozed off during the detailed depth reviews of NDS, ACI, AISC, and masonry, but each class starts off with general review of each specification which was more than sufficient to handle the morning multiple choice problems. A downside is that they also covered very, very basic stuff too (RC beam design, elementary statics, dead load computations, etc) that was not an effective use of my time.
From a financial perspective, it definitely wasn't cheap, but my company would reimburse me for the classes if I passed. So mentally this helped since had some more "skin in the game". The exam is already tough enough on the wallet with all the references and review materials you need to buy, and knowing that if I failed I'd be out the course fee gave me a little extra motivation. Most review courses offer a free retake of the class if you attend all the sessions, so there is a little bit of a safety net.
***Please note that simply attending a review course is not enough to pass these exams. You cannot substitute listening to a lecture for sitting down and grinding through problems. I probably had about a 50/50 split between time spent in "class" and time spent actually doing practice problems/exams.***