It's totally an individual thing. My first year studying improvisation, I took two classes per week at the same school, with the second class being one level behind the first. My second year, I took classes at two VERY different schools (different "ideologies," I guess you'd say) and found that extremely rewarding and helpful in opening me up as an improviser, but some people feel very strongly that you should stick with one style at a time. What works for you, works for you.