I was thinking about the same thing, eventually, in L.A.
Before I applied to grad school I thought of taking UCB classes, but then decided it was too expensive. Now I realize if I had done that and not gone to grad school it would have been like 28,000 dollars cheaper. But I'm still happy with my decision.
I gotta say, I once allegedly won UCB tickets on the Best Show, only to find my name was not on the list when I got there, but it was one of those "Graduating class of Spring '02" shows or something, and Holy Moly was there an embarrassment of poverty. There were a couple of people who seemed to have "it" but most of the people were just extroverted knuckleheads. This was in NYC mind you, but it's also true that because it was in NYC it was amazing and could never happen anywhere else. but also that was like the tier one group. I have a feeling the higher up the ladder of classes you go, the better the work, which is just how anything else works.