“Things I have learned (so far)” by Cohen.  GREAT statistics article.  Easy and enjoyable read on the benefits (and perils) of hypothesis testing. You should to be able to find it on the web although there is no official source. Another Cohen article is "The Earth is Round (p < .05)".
Sign up for SPSSX-L, the "list serve". Aproximately 2000 folks giving each other advice on SPSS, Statistics, and SPSS Syntax. You can find details at SPSSX-L.
Data Mining
I would recommend visiting the CRISP-DM site, but it has been removed. It may someday return. Meanwhile, I have an unbranded version of the document here: CRISP-DM No Brand. James Taylor of Decision Management Solutions has been kind enough to provide a Hypertext version.
Also, KDnuggets has a lot of useful information on everything Data Mining. The big KDD conference is really geared for the computer science crowd. Some Analysts and Statisticians may feel out of place. Another, very different, newer option is Predictive Analytics World.
On this site, start with these posts: Definition, Book Reviews, and Elements of Data Mining. You can also simply search my site for "Data Mining".
Something that you might not immediately consider is Twitter. I find all kinds of information daily. Try following me, @KMcCormickBlog, or searching for #datamining
There is one syntax book on Amazon by Boslaugh, but I find it a little basic. SPSSX-L is a great resource for syntax. Also, the SPSS training department offers two relevant classes: SPSS Training.
Macros are created in the SPSS Syntax window using the DEFINE … !ENDDEFINE command, so look up that command in the Command Syntax Reference. Before you get serious about Marcos, however, read about them at Developer Central. You should probably learn just enough to understand the spss.SetMacroValue command in python, and otherwise perform the tasks that used to be done with macros with python.
If you must learn more advanced techniques, consider Raynald's SPSS Tools. However, there are very few remaining arguments for mastering the details of macros. Perhaps the only one is that you have existing macros written by colleagues that you have to migrate to python.
You may have heard of scripts in their prior incarnation using Sax Basic. Now they are written in python.
The Graphics Production Language (GPL) Reference can be found in the help menu. Consider starting with the examples section. Note, that the code above the examples is the GPL only. You also require the syntax, so you may want to paste some GPL as well.
There are a lot of resources to look into to get started with the SPSS-Python Integration:
First, go to developerWorks. In particular, seek out the excellent free book, Programming and Data Management for IBM SPSS Statistics 19: A Guide for IBM SPSS Statistics and SAS© Users. It is found under "Articles".
Try the tutorial at the Python Website. Python 3 is out, but SPSS still uses 2, so that may be the better tutorial to work through. There is additional support on the site.

Training Site Travel 

I have placed on my specific travel advice to another blog.
In general, try to take advantage of the travel opportunities of the area where you are going to training. Consider staying in a hotel near things to do, and using public transportation to "commute" to training. It is often not more expensive than staying across the street from a training location, and may create more opportunities to learn about the city you have chosen to train in.