Every time I have gone to a Crossroads of the West Gun Show in Sandy, Utah at the South Towne Expo Center, I've seen that CFP Training classes are offered right next to the gun show. They teach the CFP course, notarize your application and optionally do the fingerprinting and take the passport photo for you. Very convenient!
I don't know if this is also true of the Ogden or St. George gun shows.
For those who are interested, you can check the Crossroads of the West Gun Shows Calendar for the next gun show near you.
My wife, my oldest son and my brother all took their CFP courses there. Although I already had my CFP, I sat in on the course when my brother took it. I thought it was a very good course. I recommend it.