I've only done a short course, one evening a week for 6 weeks... actually going to do another starting next week... though I've got no real ambition to be an actor rather I thought it would be something fun to do and probably quite helpful as a life skill in general - i.e. could help with sales, presentations at work through to just being able to carry yourself better in different situations.
I'd assume if you want to be an actor then the sort of thing I did wouldn't be much use as it was just a short beginners course and pretty much everyone else in the class was there for reasons other than wanting to be an actor - people with confidence issues, trouble with public speaking or just doing it for fun.
I'd guess that places like these might be the sort of thing to go for
http://thepoorschool.com/two-year-training-course
http://www.citylit.ac.uk/courses/Drama,_dance_and_speech/607
first seems to be aimed at people who need to work part time still and the second seems to just allow for part time work...
Then again I'm not an actor and so perhaps the other poster who suggested going for auditions might well be right - perhaps short part time course + some amateur drama club and just try auditions (obvs while not ditching the day job yet)