I didn't take any courses to study for the PMP exam. I started by borrowing a couple books from the local library. After perusing them, one stood out as the best book to study from. I purchased Project Management Professional Deluxe Study Guide by Kim Heldman. It came with lots of questions as the end of each chapter with explanations for the correct answer. It also included free online tests, but when a question was answered incorrectly, it didn't explain why the answer was incorrect. So after six months of study and taking the free online tests, I was clearly still not ready as I was scoring around 72-75%. At the local PMI chapter, the PMPs told me that although 85% is a good idea, 90% on practice exams would be better. So I looked around online and I opted to purchase PM PrepCast two weeks prior to my exam date. I took a test pretty much every day and then spent the remainder of my study time reviewing all the explanations (which referenced the source).
The PM PrepCast was the missing piece that helped me pull all the information together. It showed me where I needed to focus. The only thing I would have done differently would have been to start taking the tests earlier in the process. I watched my test scores go up with each PM PrepCast test and review until I was finally at the place where I was confident I could pass on the first try.
The exam was about the same level of difficulty as the PM PrepCast, and I was super excited to see the majority of the categories as "Proficient" with zero below proficient. I find tests to be a non-stressful event but it is a long exam - it took me 3 hours 45 minutes.