Machine applique is easy to self-teach. I would recommend the book by Harriet Hargrave:
http://www.amazon.com/Mastering-Mach.../dp/157120136X
Hand applique (including needle-turn) is also easy to self-teach. A class can be helpful for mastering the finer points of needleturn, but isn't really necessary if you have some good books on the subject.
Hand applique doesn't work for me because of my oddly shaped fingers; my hand cramps up very quickly from holding the needle. However, I love Harriet Hargrave's method for invisible machine applique using freezer paper, so I don't mind.