I did the BMW driver training at Philip Island (where the OZ Moto-GP is held) last November and it was definitely one of the best things I've ever done. Pounding a manual E46 M3 around such a fantastic track all day was indescribably enjoyable, especially under the experienced tutelage of Geoff Brabham.
Jae, I can't begin to explain to you how awesome the course is! You have to do it while you're young! It's expensive (about AUD $1,500) but totally worth it.