i dont want to teach you to suck eggs, but have you thought this through fully, can you answer the following,
1) have you researched your area your market place and formed a business plan ?
2) looked into marketing and set a realistic budget ?
3) booked onto any business management courses, ie , running a business, marketing , bookeeping etc etc
4) have you found a niche market or decided what market you want to aim for
5) have you decided what area of the business you want to work in, ie general domestic or auto ?
These should be your first area of expense and thought, well before training, as the answers from here will give you info on what likelyhood of making even a modest living exists in your area, where openings exist, ie auto , safes etc, this allows you to seek the best training to suit your needs and business.
from here you now have to ask some practical questions;
6) what is your basic carpentry like ? if lacking very important training far more lengthy than lock opening training
7) whats you upvc fitting, toe and heel and repair skills like ? again a priority

if choosing auto , whats your electronics skills like ?
all of the above will generate more money than lock opening and changing, without basic carpentry the fitting jobs and lucrative burglary repair work will elude you, due to the popularity of upvc and ally, this is an area you definitely need to get trained in, well before you look at lock picking, and both carpentry and upvc take longer to learn than basic entry.
once these areas are sorted then its time to look at your entry and picking training, if you still see any opportunity in this industry, as lock opening will only form between 10% and 20% of calls you get , if you can only do this you wont last 5 minutes.
decide what you want from the industry and where you best fit in, then get the correct training in the correct order and improve your very slim chances of survival than if you have just done a 2 to 3 day course.
In all honesty a 2 to 3 day course anywhere will do very little for you and will in all honesty be throwing good money away, if intent on doing this, then choose a trainer whose trainees are doing well and still in business after 12 months, ask for references from your trainer.
if i had to suggest a route for someone it would be the MLA route, if this is unworkable and you have to go the private route, then id follow following;
don braidwoods 2 or 4 day upvc repair course in swansea 1st details at dawta
basic carpentry training
A good NDE course with a recognised specialist in this area
and before all of this proper research into your area and industry sector you wish to work in, as only 1 in every 100 new locksmith start ups survive 6 months even part time, you will need between 10 and 15k minimum investment to have any chance at all in reality.
im not trying to put you off, but see far too many casualties and upset people selling up their dream for pennies on ebay.
None of the 2 or 3 day courses will give you enough knowledge and ability to make it today, 5 years ago maybe but with over 2000 new starters a year and more if you include the part timers offering £20 openings and with only handfull surviving in an over saturated market place, only by carefull planning and proper structured training in the right areas can you hope not to be one of them.