I didn't take a course and just passed (Mechanical, Thermal and Fluids) first try. I'm not sure if you are just getting started or what, but here are my tips. If I was to study again, I would spend 95% of time working problems, the other 5% preparing my reference material. These are the books I would recommend:
MERM (obviously)
NCEES Practice Exam
PPI Practice Exam
NCEES Practice Problems and Solutions (get the old one that has all three breadth sections and work some of the HVAC problems as well).
As you work through the practice problems from the other books, tab your MERM out. Also write notes on things to remember in your MERM. Mine is full of equations I scribbled down that may exist somewhere else in the book, but then I didn't have to flip to another section to find them. Also, markup your index for terms how you would search for them (also print out the index when you first start so you can mark it up, I ended up transferring my notes from book to printout near the end). Then when you get a good idea of which chapters you are referencing the most, go through those chapters and work all sample problems. Do all the problems from the practice material and those sections of the MERM at least twice and you should be ready to go. I wasted about a month going through the MERM chapter by chapter (like actually reading it), was not nearly as effective as working problems. I spent the last 6 weeks pretty much exclusively working problems. I would imagine a similar approach for the other tests would be adequate as well, but everyone is different so who really knows. If you think a class would help, go for it, I personally didn't think it would be worth the money.
Do NOT use 6 minute solutions from PPI, the questions are convoluted, have errors, not even close to same types of questions on the exam, what a waste of time.
My background; about 10 years out of school when I took the test, slacked off a little in college, and a lot of my work experience was not strictly engineering, so I definitely had to relearn a lot of this material.... however I have always been a really good test taker, esp. standardized tests... so take my advice with that in mind.