CAD is like a new language. You have to really understand the vocabulary and its grammar before you can use it very well. Also it is a tool. So depending upon the application for which you want to use the type of training need to be planned. There are excellent books that are available for each type of application you will be interested. Also very good YouTube videos are available. I am giving a few resources here. You can explore further.
I would add that usually the best way to get used to any new software or language is to play around with it. Find something you always wanted to make or draw and start trying to put it together, you will quickly see the limitations and merits of various techniques and ways in approaching a problem.
http://grabcad.com/ offer tutorials and a vast library of other people's projects so you can ask people on how they went about making a model, to insight into problems you may have.
http://grabcad.com/questions
You can look at tutorials and examples from the maker of the particular software, and then test them out for yourself. Most software creators also offer webinars on a variety of subjects, Simulia and Comsol have frequent webinars on CAD and FEA.
I agree with Iskandar. Also as part of educational institution you can have access to free download of Autodesk products for use in your personal computer.
Best way take a software. Practice with small case study Use all the features of software. Every features have the meaning and its useful only when you take up small case study. Also use all menu bars, help file and its export-ability, printing , interaction with other software and format etc.
Basic tutorial is in help in AutoCad. Both ways - Autocad and Inventor are totaly different. In Autocad we talk about 2D drawing - substitution of draw board, but with Inventor we discuss about 3D modeling from complete parts ( shafts, bearings, etc...) 3D in Autocad is according my oppinion little bit user unfriendly. My reccomendation is, to start with Autocad with simple drawings. Take paper drawing and try to draw it in Autocad. It was my way.