XNA has been dismissed and will be phased out in less than a year, so any effort in that direction would be a waste of time. BTW, phasing out XNA implies that the Xbox Indie Channel is doomed as well.
In my knowledge there aren’t any decent Unity based third level courses, but I can point you to the very best and free set of Unity classes out there ;) Go to http://www.3dbuzz.com and register (it’s free). There are a lot of excellent training videos on a lot of tools, included Unity. Have a look and… enjoy :)