You can only get them from the license tests or if you cheat with a gameshark. And they are worth getting too! There's a site called Iggy's Gold that has submissions from people who have aced some golds and attempted to tell us how to acheive them. Just type in Iggys Gold GT into a search engine, it should pop up.
Yeah, I should. There's some things they don't show in those demos...places where you don't have to follow dotted lines....stuff like that, that can shave serious time off.