Several factors to consider in no particular order:
1. What weapon platform? Pistol, shotgun, carbine or some combination of both?
2. How much money are you willing to spend?
3. How much time are you willing to give up to include travel?
4. What’s your training objective?
5. Which instructor?
1) My normal recommendation is for people to take a pistol class first as the basic fundamentals of sight alignment, sight picture and trigger press can be installed immediately and is more readily transferable to other weapon platforms. Also, for most non-military people it is the most accessible whether its a night stand gun or if you have a CCW license that allows you to carry (almost) all the time. Almost all shooting ranges, both outdoor and indoor will have bays for pistols which will make it easier for you to practice once the class is finished.

Jeff Gonzales coaching student shooting on the move with pistol
A shotgun may be the most affordable and politically correct tool available for self defense but generally requires 2 handed manipulation.
I consider a carbine type weapon such as an AR or a Beretta Storm to be the most capable and easiest to shoot for defensive purposes but will cost the most. Especially if you start adding things like Red Dot Sights (RDS) and white lights.
A 2 day pistol or 3 day combination class is what I would suggest for most people. This allows you to get used to being in a structured class environment with other shooters and requires less investment in gear. A pistol, holster, magazines and magazine pouches are all you really need to start. If you plan on shooting a lot then I strongly suggest ballistic rated wraparound eye-protection (from Oakley) and electronic hearing protection (Sordin or Peltor).
2) More expensive isn’t necessarily better but neither is cheaper. For well known itinerant instructors expect to pay about $150-$200 a day for a class. Fixed facility trainers such as Gunsite or US Training Center (formerly Blackwater) will cost a bit more than that. If you have a local instructor or range that hosts classes it may be more convenient than traveling to another location. Factor in the cost of the class itself, ammunition required- including possible shipping fees if you’re flying, airfare or gas if you’re driving, lodging, food and the costs begin to add up. Some of this can be offset if you have a friend or shooting partner that would be willing to go with you.
3) Scheduling is tough for those whose day jobs don’t include going to shooting classes. For a regular civilian plan on having a travel day before and after the class dates. In the past I have traveled the day the class ended and it always leaves me exhausted when I have go to work the next day. Spending 2 or 3 or 5 days on a range and then switching gears to go back to work can be brutal.
I’ve finished classes only to run to the airport to catch a red eye or started a 9 hour drive back home. I would strongly discourage it, this extra day gives you time to decompress and digest the information you just spent so much time and money to learn. I’ve also seen it be a distraction as students start thinking about their travel plans rather than the training on the last day. The travel day before a class is probably more important as you want to give yourself enough time to set up your gear and enough rest to start the next day fresh.
4) Maybe you just want to improve your shooting skills, or you feel that your shooting skills are adequate but want to learn some tactics so that you can apply your shooting skills in a more realistic training environment. Either way this will be a critical factor in what type of class you choose. There are instructors who focus on the basics believing that without the fundamentals you cannot progress. Others assume you have the basic marksmanship skills and emphasize learning how to manipulate the weapon and fight.
5) There are a lot of great instructors out there who are known and populate internet forums and gun magazines. Finding which one suits you is a combination of all the factors already listed. You’ll rarely read any negative posts on internet forums, partly due to politics and because many people will not take the time to write about a class they weren’t happy with.
Most of the classes that I’ve taken have come from folks with a military background so I am comfortable with that type of crowd. Go with an open mind, thick skin and sense of humor and you’ll be fine.
The folks that I’ve trained with that served in a particular US Army Special Operations Unit place a strong emphasis on the fundamentals of marksmanship. For beginners or those looking to correct bad habits I would unhesitatingly recommend TigerSwan, Paul Howe or Larry Vickers. I’m planning on taking a class with Kyle Lamb of Viking Tactics in the summer and will be able to offer an informed opinion after the class.
The TigerSwan group is one of the best kept secrets in the firearms training world. Their instructors are drawn from the elite special operations units at Ft. Bragg, NC and have years of real world experience doing the very things that the rest of us watch on CNN. They are not the cheapest but because of that class sizes are usually smaller so you get a lot more attention than you do at other classes. I heard from a friend that they ran a 3 day class for a single student who showed up and classes usually have a 3 to 1 student/instructor ratio.

TigerSwan instructors watching students shoot pistol course of fire
I’ve spent a lot of time training with Pat Rogers of EAG Tactical and in my opinion nobody does a better job of teaching you how to fight. I had to take his class a second and even third time before I could truly appreciate all the different aspects of what he was teaching. From shooting to tactics to mindset to weapon manipulations and the integration of gear to support the fight, Pat offers the total package. Let me say that again, nobody teaches the total package better. Pat offers a 2 Day basic carbine which I haven’t attended but if you have some basic carbine skills then his 3 day class is an excellent opportunity to get better.

Shooting on the move @ Quantico 3 Day Carbine Class with Pat Rogers
The other instructor who has been most influential on me is Bennie Cooley. I’ve taken several classes with Bennie and he emphasizes thinking your way through the fight. Perfect practice develops the muscle memory to do it right. Once he establishes that you have the capability to accurately hit the target he will push you hard on speed or he will start adding different things to force you to think. His classes are more of an intermediate level and you will get more out of it if you are in good physical shape.

Bennie Cooley demonstrating barricade shooting technique
For fixed facilities I would recommend TDI-Ohio, not as well known as other, more famous schools out there but they have a low student/instructor ratio and very good facilities. Their cadre is drawn largely from law enforcement which is a plus as they offer a different perspective on things and may be more relevant to every day civilians. An added benefit is their class tuitions are more affordable than some of the bigger name schools. I took their Tac Rifle II class and was extremely impressed. I’m planning on attending the first Tac Rifle III class later this year.