You might still be locked for a block of courses and not have total choice over the courses you need, check with them. I am interested taking some courses as an external PhD student from another uni, the centre for research offers fab program but will have to negotiate the set programs and credits. HEP, Unil and EPFL offer some great courses to pick from. It also depends if one wants credits, since to my knowledge all school take simple "auditeurs", where your presence is not marked, and to some degree you are not obligated to hand in required work.