Mediabistro.com has some (expensive) online classes, including one with a YA editor (Liesa Abrams) that I eyeballed but concluded I couldn't afford. And I've heard good things about Gotham Writers Workshop.
If you can, think about joining SCBWI, which does have great conferences (as Bethany pointed out.) I went to the LA conference this August and it was totally worthwhile - lots of editors there, a few agents, and fellow writers. If the SCBWI presence in your locale is big enough, they will have gatherings of writers, critique groups, etc. Cost is $75 a year.
www.scbwi.org. If you're in an area with few SCBWI members, though, it might not be worthwhile for you.
And like everyone else said - the most important thing is to read read read and write write write!