You wouldn't be here if you weren't interested in getting better at your job. In that vein, you probably train as much as you can. Because, for most of us, training time is precious and we don't have enough of it, we should maximize the practical effect of the training time we do get. That means starting from the reality of the situations we're most likely to find ourselves in, and concentrating our precious training time there until we have either mastered our skills in those most likely areas or we re so bored we need a break.
The street reality: We will usually deploy our firearms at close distance, and we will be surprised by the attack. We'll need two kinds of empty-hands skills: highly effective control holds, and all-out fight-for-our-lives tactics. So, while it's tempting to run off to that weeklong course on advanced handgun skills, where we learn to reload in one second, hit 8" plates at 25 yards at speed and generally do a bunch of square-range, draw-on-command, fast-and-fancy-shooting, these activities don't address our most likely threat. Traditional or sport-based martial arts ditto. If you're into training to increase your odds of coming home, choose training that addresses the actual threats you will face. You'll sweat more, you'll get bunged up more, but you'll learn things you can actually use.