It's not CCIE-Security, but here's one for CCSP: http://www.trainingcamp.net
If you talk to Ed D. or Mark U., tell them I said hi. It won't get you a discount, but they might give you an extra Power Bar or two. (I used to work with those guys a long, long time ago, before training.)
They've got a really good, intense program. I'm only familiar with their Pocono Mountains (East Stroudsburg), PA location, just across the river from NJ in the Delaware Water Gap National Recreation Area. But it looks like they also do training in NYC, if skyscrapers are the kind of scenery you want. Not that you'll see much of it, during training.