I went on a week long one called How the Universe Lives and Dies and it was immense. Villiers Park is a really nice place to stay, great rooms, v. nice food, quaint little village etc. And I don't think I've ever learnt so much in such a short space of time! It's a great way to make friends with people who are interested in the same thing. And it looks good on your UCAS form. Usually there's a trip out on one day - one evening we went to the Institute of Astronomy at Cambridge uni, which was great.
About the money side - I was able to apply to my college for a grant (cos I get EMA) to cover most of the cost. They're not too expensive, especially considering they're heavily subsidised.
I would also add that most of the people I met were planning on applying to Oxbridge!