I did the Gleim thing for each of my certificates, including ATP... But this last time around I got the CD-ROM.
I won't exactly qualify it as a "mistake", because there are some advantages to doing the disk thing, but in the end I used the good ol' red book to greater advantage. I'd forgotten that I five-fingered the ATP test book from my old flight school and it was sitting on my shelf even as I was ponying up the $60 (or so) for the CD-ROM... Same questions and all, and the disk does allow you to make up practice test after practice test, but I ended up doing most of my work with the book.
I ended up with approximately the same grade as some friends who did the two-day course thing, but I spent five times as long studying as they did, didn't have to travel anywhere to take a course, didn't have to spend money on a hotel, etc., and in the end I think I really UNDERSTOOD the material better than the cram-course people... If that matters to you at all. If all you want is to get your 95 on the test and know nothing a week later, go spend your money at ALL-ATP's.
Really, we pilots have plenty of free time to study, why not spend a week with the book and feel like you really accomplished something, as in studying the material, as opposed to studying the test?
Skip the review classes, skip the CD-ROM, and sit down with Mr. Gleim's finest.