I did mine with Lone Eagle in Scottsdale -- FE written, ATP written and ATP practical over a 4 day period, but you can just the FE or ATP writtens if you want. Even though ALL ATPs is just a short drive down the road, I decided to fly to PHX based on recommendations from friends who had done both programs. My biggest gripe with ALL ATPs was that they sit you in front of a computer until you memorize the answers, while Lone Eagle spends about 10 hours teaching you how to work all the problems and take the test. BTW, all 8 in my class came out with 100% on their FE, so I guess they're doing something right.
Good luck in the hunt,
Z