Ya, i've definitely considered trying this as well. Do other clubs offer this class?
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I believe New Bedford offers a one day class in USPSA and I know Harvard Sportsmans runs a class on IDPA, others probably do as well each with their own style. If you don't have time to do a class or it doesn't fit your schedule then you can always look into attending practices at one of the clubs. The safety rules will be drilled into your head from the get go but the nuances will probably take a little longer to pickup going this route, but you'll find that there will be shooters there more than willing to take you under their wing and help you learn as you go.
After my match performance this morning at AFS I'm thinking maybe I'll take the class again instead if helping run it [sad2].