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ThrustVectoring comments on Physics grad student: how to build employability in programming & finance - Less Wrong
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Here's a list of coding bootcamps.
I went to App Academy. Before going to App Academy, I had taken two college classes in comp-sci/programming and tried to teach myself some web programming. I think the autodidact route has a major draw-back which is that it's easy to get really stuck, and that can be very discouraging.
Not only is App Academy really good for learning, but you don't have to pay them unless you get a tech job afterwards.
Also, there are quite a few other LWers who've gone to app academy.
Good luck!
Is room and board included? Alternatively, how expensive is it to house yourself while attending one of these events?
App Academy is live-work in San Francisco: meaning lots of people bring air mattresses and stay in the office and get a gym membership to shower. My understanding is that they are working on making the NYC office live-work as well.
No room and board as far as I know, and since app academy is in SF and NYC, expect the most expensive housing requirements anywhere in the united states...
It's hard to beat free though.