GLA ground school is all done in Cheyenne, WY. Indoc and systems classes together take about three weeks, and you'll spend that time in the Plains Hotel, which is fairly nice. Your sim training will be done either at Aims College (Greeley, CO) or at Satco (Denver, CO) if you get the 1900, or at one of several more exotic locales if you get the Bro (the most recent captain upgrade I knew went to Long Beach). Flight training will take a week or so, and will be done at one of several Lakes bases (Cheyenne, North Platte, and Scottsbluff are the current ones). Lakes isn't having the kind of trouble filling newhire classes that Mesa is, but they are looking for fresh meat to fill their new schedules in STL, etc. Lakes is actually pretty damn healthy right now - this isn't a company where you'll have to worry about furlough or 8 months of reserve anytime soon, and the promise of the one-year Capt upgrade is alive and well.
Like Kansas said, training lasts about a month if there are no delays. During that time, you won't see a paycheck, and you won't see much of one after you're on the line, either. During training, GLA covers your hotel stays as well as Positive Space travel on company airplanes. Best of luck to you, Griff - you're probably crazy to be getting into this business now, so it's hopeful you're sick, twisted and tweaked enough for life as a Laker.