Depends on the company. Unless you have a short flight and many options for getting back and forth, I'd probably recommend staying in city and studying with your training partner. Missing a training event because you couldn't commute in is pretty much a "thanks... pack your bags and leave" situation.

There are usually short breaks between indoc/ground school and Cockpit procedures training, then another break between CPT and Sim training, then another between SIM and IOE.