My advice is to buy used. I got my DSLR, along with an telephoto lens, 2 spare batteries, and carrying bag for $400. It’s a few years old but it’s been a great learning camera.
Personally, I don’t think classes are necessary (I learned everything from library books and photography blogs/websites) but there are a lot of “Intro to DSLR” classes available right after the holidays. Sometimes they’re even tailored to a patricular popular camera. Also, I might be wrong about this but I think Penn Camera throws in a class for free if you buy from them.