OK, I'm not a candidate yet, so maybe I'll learn to "thrive in a lecture environment" one of these days. At my stage of physics learning, we get the "struggling with the answers" bit from the homework--being assigned problems which aren't so common that they're worked-out examples in some other textbook. Depending on the class, lectures are either tour-de-forces of brilliance that are a pleasure to watch (but go by way too fast to participate in) or mind-numbing epochs of derivations. Maybe this is because I'm not a native physics person, but I would personally prefer frequent connections between the abstract formalism and the actual tangible physics stuff. Some people may be able to follow the lectures and understand perfectly, but even the theory-destined grad students I've talked to have not claimed to be proficient in translating formalism to physicality on the spot, as most instructors seem to do. This is one of the reasons I appreciate the multicolored diagrams in whiteboard markers in my E&M class. For some reason, that subject is very visual to me, and I have difficulty "seeing" what the formalism means.
 
I took the graduate math methods for physicists class in workshop format. I never believed it was possible to teach advanced physics in such a pedagogically sound way! In introductory university-level physics classes, many good teachers are experimenting with clickers to increase class participation. Still, the classes retain their lecture-homework-quiz-exam structure, and the labs are (in my experience) run nearly independently of the lectures. (A friend of mine, however, attended a smaller school where the professors taught the labs as well, although I don't recall whether they taught the lab-lecture combos.)
 
As an example of class formatting done pretty much right, I present a class called "Science Investigations for Educators"--as I understand it, the one science class that elementary education majors at my undergrad institution were required to take. The person teaching the class was one of those natural-born teachers (think Remus Lupin), and I was the TA for the lab portion one semester. The professor was forever bringing way cool demos to the lecture, which was a challenge, since my home department wasn't, in general, very interested in teaching physics in new and exciting ways. The lab was actually an integral part of the class, and the professor would actually adjust his lesson plans depending on how far we got in lab!