I am off of the course-taking cycle now, but I do believe courses can be fun - no, seriously! Especially when they are taught by excellent profs such as those at State. For instance, Dr Carla Savage teaches her Graph Theory course with some new twist each time. When I was taking it, we collaborated on team assignments online (on good old Wolfware messageboards) in such a way that we couldn't tell the difference between in-class and DE students. Picked up good LaTeX skills that semester.
I've heard other instructors have started using interesting tools in some of their classes. Dr Sarah Heckman and Dr Rudra Dutta have been using Android phones to teach Java programming and networking, respectively.
Taking a good course here can be an interesting experience. You bet it'll give you sleepless nights, and there'll be times you regret taking it, but you'll always come out stronger and appreciate it in hindsight.
Some courses I wish I had taken/I'd like to take in the future include Dr Wesley Snyder's computer vision/image processing course (ECE dept.), Intro to Cog Sci and Perception courses (COG/PSY/PHI depts.) and some statistics courses that can help me design research studies better.