I agree with edd. You can take classes/workshops and I have and found them mostly informative and productive.
Why not go to the library and tell yourself you are going to read a play every other day for a month, whether you like the play or not. Just finish reading each play and write down for yourself what you thought about it.
Or get a buddy or two and all read the same play and then discuss it.
Today I ran across this article:
MFA vs. NYC: campus quads vs. Brooklyn brownstones; agents vs. professors; short stories vs. novels; workshops vs. publishing parties... more»
I found spending a summer reading plays day and night was the best thing for me. I learned what made a play work, the structure, the rhythm, the conciseness of language, subtext, "writing to the bones." character development, and so very much more. That is the best class I know: diving in and feeling the current.