Paying someone else to make you feel cold, tired, wet, hungry and miserable out in the wilds doesn't make much sense to me as you can be cold tired, wet, hungry and miserable all by yourself.
While I enjoy and understand that statement, I don't fully agree.
1) Not only is there safety in numbers, but you learn much more quickly through discussion and watching each others mistakes as well. And it's about 15 times more fun to be freezing together with others.
2) If you don't know anyone who shares your (newly found?) interest in outdoors survival - where will you find partners for your outdoors quest? At those survival courses....
3) There is much to be said about pushing boundaries in a controlled environment, under supervision of people who know what they are doing - as oposed to seeking out "realistic survival training" led only by information learned from the internet or TV shows. Remember that guy in Canada that froze to death this winter? He did exactly that.
4) I think practicing bleeding is about as productive as practicing freezing, being wet and cold and utterly miserable. There is some truth about learning how you respond to extreme situations, but I would primarily focus on learning the skills needed NOT to go freezing, wet, cold and utterly miserable. There is so much more to be gained through learning to controlling your micro climate (shelter/clothes) so that you're at least moderately comfortable. If you're freezing - you're doing it wrong, in my opinion.
My best tip for learning outdoors survival? Go camping as often as you can. Go hiking and sleep outdoors in an area near to you. Bring your friends when you can, go alone whenever that feels right. All those fancy shelter building, fire building and food gathering stuff can be done with the comfort of your tent and sleeping bag waiting for you to crawl in.