We have many regular visitors from other clubs and associations. In fact, our Sensei encourages people to visit other Dojo's and invites other Association heads to teach at our place. We've just finished a weekend course taught by Sensei Wasyl Kolesnikov, which was very well attended. We have regular courses with Senseis Bill Smith and Hayden Foster at our Dojo (just see our website
www.phoenix-aikido.com). I agree with others in this thread, if your Sensei is really against you visiting other Dojos, ask the reason why. It may be that your syllabus requirements are such that He/She doesn't want any outside influences, or it may be that they are afraid of comparison.
Have fun.