I have it. Same thing as you -- because Uncle Gov told me to. There's very little free study material out there (at least that I could find). When I get to the office tomorrow, I'll see if I still have any of the free stuff I found, and I think I may have a practice test CD too.
I highly recommend the book:
CompTIA Security+: Get Certified Get Ahead: SY0-201 Study Guide
http://www.amazon.com/CompTIA-Security-Certified-Ahead-SY0-201/dp/1439236364/ref=sr_1_1?ie=UTF8&qid=1308606216&sr=8-1That book and the little free stuff I found was all I needed. Me and Hot Ukrainian Coworker used it and both of us scored 835 on the exam. Not great I guess, but good enough to pass. You need a minimum of 750 I think.
I would loan you the book, but one of my coworkers in FL has it and I can't get him to send it back.
ETA - Also, you shouldn't even worry about not doing the CompTia online study thing. My agency paid for the whole kit and kaboodle, but we really didn't get anything helpful out of the CompTia training, at least regarding the test. Most of the CompTia stuff was logging into their virtual classroom and doing hands on computer stuff like setting up security configs, creating virtual machines, honeypots, stuff like that. Good knowledge to have, but again, nothing that was actually on the stinkin' test.