My company usually uses a company called Learning Tree (www.learningtree.co.uk) as one of it contacts for it's training courses.
It just so happens i was reading through there course list today and spotted a course title "SQL Server Transact-SQL Programming: Hands-On"
This covers transact SQL and query performance tuning.
They also have other courses that cover DTS, and a Course developed towards developing "High Performance SQL Server Databases"
Learning tree are situated near Euston Station.
I've never used em but several guys in my office reccomend them.