You will want some of your own personal clothes to wear after class, to the bar, etc. They provide all your clothes for training. Wifi at the dorms costs money and cell service is not the best. You have wifi at the classrooms if I remember right. Busy days, and only a couple hours at night to do your own thing.
Nobody in my class used a speed loader, however I don't think anyone would have been made fun of for it. A few of us were inexperienced (myself included) and managed to load all the magazines just fine. Little bit of tape on the fingers the last two days did help though.
It was a good experience, and fun. Enjoy it!