Although I agree that learning on your own bike is beneficial....practice, practice, practice....I'd go with thier practice bikes for the course in case a.) you dump it due to performance anxiety (if you're prone to that) and/or b.) someone hits you on thier bike. I know a woman whose bike was hit at an MSF course by another studen and she wasn't pleased.
There definitley are good points to riding on your own, as others will suggest, I'm thinking.