Boston University online has a PMI prep, as well as a 10-course PMP certificate program, with the final class being the PMI test prep. The online interface is pretty good.
I used the PMP Study Guide from Kim Heldman, The test question CDs from Rita Mulchay's book. I did not take a specific prep course because I had already had many project management classes, but both of these resources helped prepare (along with actually studying the PM BOK).
Although I attended a local college's prep class, I never felt that it really "prepared" me. It force-fed me and gave me tips for recalling formulas and definitions.
I found that reading the PMBOK cover-to-cover, supplemented with a text entitled Head First PMP' allowed me to not only recite definitions, but also understand the concepts. That made taking the test a LOT easier.
Boston University - online
I used the PMP Study Guide
Self Study