Maybe the best training choice is to read though the Splunk documentation. The documentation of Splunk is excellent for providing explicit details and step-by-step examples that you'll find invaluable.
Take the time to browse http://docs.splunk.com/Documentation/Splunk (bookmark it!). Notice that you have the option to select the version of Splunk that you are interested in, and from there, you can continue your training at your own speed and on your own schedule by following these topics:
Summaries of each release
Searching data models and pivot (and other) tutorials
Administration and alerting manuals
Installation procedures
Dashboards and visualizations
Distributed deployments
Forwarders
Knowledge management
Module system references
Pivoting
APIs
Searching and distributed searching
Debugging
Developing views and apps for Splunk Web
Getting your data into Splunk
Indexing and clustering
The modules system user manual
Reporting
Security
Updating instances