My personal opinion is that video shopping may at one time been lucrative, but those days have passed. Having said that, as a full time shopper it has proven useful to me. I don't make any more than non-video, but it adds to my volume of work.
I found the training useful because I was eager to jump in. I could have worked with individual MSCs who do help coach shoppers, but I was in a hurry. The training was as much about networking as anything else.
The real danger is not about wasting money on a course, but is about spending a lot of money on equipment that you end up not using. You will hear a lot of testimonial about making that money back in a week, but they never mention the actual profit they could have made doing something else instead.