On Fallout 3 for the PS3 where can you get heavy gear training?
You mean Power Armor?
First you have to make it in to the Citadel, and to do that you need to continue on with the main quest line. You have to get permission from Elder Lyons to train for Power Armor. He will give you permission. From there go out in to the main courtyard and talk to a man standing near the shooting range, usually yelling and/or scolding the new rookies. He should be dressed in Power Armor himself. Ask him about training you to wear Power Armor. After a few moments you will be able to wear Power Armor.
Congrats. 
Pistol Training Gear Options
£10.99