I learned needle turn applique from a teacher who was proficient at it. Her input was very helpful. I learned freezer paper applique from reading a book. I learned various machine methods watching TV or videos.
Why don't you try to learn on your own and see how it goes? IF you get hung up on a step or two, just a quick conversation with a pro online or in a LQS might be enough to clarify for you.
I've never yet seen a class project I liked, and as you mentioned, the classes are expensive, so if you can save your $$ for more fabric, why not learn on your own?
RST